-48.5%
BBWI vs TXT
+90.9%
-139.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.7% |
| 7D | -4.5% | -1.1% | -3.4% | -3.8% |
| 30D | +17.1% | +13.3% | +3.9% | +7.4% |
| 3M | +17.5% | -5.1% | +22.6% | +21.1% |
| 6M | +12.8% | -7.1% | +19.9% | +17.5% |
| YTD | +8.2% | -3.2% | +11.4% | +8.7% |
| 1Y | -1.8% | +2.3% | -4.1% | -5.1% |
| 3Y | -25.8% | +11.1% | -36.8% | -33.5% |
| 5Y | -68.0% | +10.0% | -78.0% | -71.5% |
| All | -48.5% | +90.9% | -139.4% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling