-54.5%
BBWI vs TXT
+99.4%
-153.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -6.2% | -11.1% | +4.8% | +1.5% |
| 3M | +4.3% | -13.0% | +17.3% | +14.2% |
| 6M | -7.2% | -16.2% | +9.0% | +3.9% |
| YTD | -3.0% | -8.7% | +5.7% | +2.0% |
| 1Y | -30.8% | -3.8% | -27.0% | -30.1% |
| 3Y | -43.4% | +5.5% | -48.9% | -47.3% |
| 5Y | -66.7% | +12.3% | -79.0% | -70.6% |
| All | -54.5% | +99.4% | -153.9% | -75.6% |
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 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