+246.5%
BBY vs TXT
+107.7%
+138.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +1.9% |
| 7D | +0.6% | +2.5% | -1.9% | -0.6% |
| 30D | +9.4% | -8.9% | +18.3% | +14.4% |
| 3M | +19.3% | -13.6% | +32.9% | +27.3% |
| 6M | +47.9% | -13.1% | +61.0% | +56.5% |
| YTD | +39.6% | -7.0% | +46.6% | +42.0% |
| 1Y | +22.2% | -1.4% | +23.6% | +20.4% |
| 3Y | +45.0% | +7.0% | +38.0% | +35.8% |
| 5Y | +2.6% | +15.4% | -12.8% | -8.7% |
| All | +246.5% | +107.7% | +138.8% | +123.0% |
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