-57.4%
BBWI vs TXT
+100.3%
-157.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.6% |
| 7D | -4.4% | +0.8% | -5.2% | -5.0% |
| 30D | -7.4% | -10.4% | +3.0% | -0.2% |
| 3M | -2.2% | -14.3% | +12.1% | +8.1% |
| 6M | -16.3% | -15.1% | -1.2% | -7.1% |
| YTD | -9.1% | -8.3% | -0.8% | -4.8% |
| 1Y | -34.5% | -0.7% | -33.8% | -35.3% |
| 3Y | -47.0% | +6.0% | -52.9% | -50.8% |
| 5Y | -68.8% | +12.5% | -81.4% | -72.5% |
| 10Y | -57.4% | +103.2% | -160.5% | -77.2% |
| All | -57.4% | +100.3% | -157.6% | -77.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling