+1,090.8%
BBWI vs TXT
+2,193.3%
-1,102.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.4% |
| 7D | -6.2% | -2.5% | -3.7% | -5.1% |
| 30D | +19.9% | +14.4% | +5.5% | +12.9% |
| 3M | +7.1% | -4.9% | +12.1% | +9.3% |
| 6M | +13.7% | -10.2% | +23.9% | +18.7% |
| YTD | +9.6% | -4.1% | +13.7% | +10.9% |
| 1Y | -1.6% | +4.0% | -5.6% | -4.0% |
| 3Y | -25.9% | +8.0% | -33.8% | -29.0% |
| 5Y | -67.8% | +8.4% | -76.2% | -69.2% |
| 10Y | -43.5% | +116.6% | -160.1% | -60.0% |
| All | +1,090.8% | +2,193.3% | -1,102.5% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling