+72.6%
BB vs TXT
+5.7%
+66.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -12.4% | -11.1% | -1.3% | -7.5% |
| 3M | -15.3% | -13.0% | -2.3% | -9.9% |
| 6M | +128.8% | -16.2% | +145.0% | +146.7% |
| YTD | +107.7% | -8.7% | +116.4% | +113.4% |
| 1Y | +103.9% | -3.8% | +107.7% | +103.4% |
| 3Y | +72.6% | +5.5% | +67.1% | +71.6% |
| All | +72.6% | +5.7% | +66.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling