+987.7%
BBWI vs TXT
+2,070.1%
-1,082.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.5% | -4.8% | +6.3% | +3.7% |
| 30D | -5.2% | -10.6% | +5.4% | -0.4% |
| 3M | +11.1% | -13.2% | +24.3% | +18.0% |
| 6M | -13.4% | -20.3% | +7.0% | -4.5% |
| YTD | +0.1% | -9.3% | +9.3% | +4.0% |
| 1Y | -36.1% | -2.7% | -33.4% | -35.8% |
| 3Y | -44.1% | +1.4% | -45.5% | -44.9% |
| 5Y | -66.2% | +9.6% | -75.8% | -67.7% |
| 10Y | -54.8% | +94.9% | -149.7% | -66.5% |
| All | +987.7% | +2,070.1% | -1,082.4% | +116.1% |
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