+22.2%
BBY vs TXT
0.0%
+22.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.6% |
| 7D | +0.6% | +2.5% | -1.9% | +0.1% |
| 30D | +9.4% | -8.9% | +18.3% | +11.3% |
| 3M | +19.3% | -13.6% | +32.9% | +22.5% |
| 6M | +47.9% | -13.1% | +61.0% | +51.7% |
| YTD | +39.6% | -7.0% | +46.6% | +36.4% |
| 1Y | +22.2% | -1.4% | +23.6% | +16.9% |
| All | +22.2% | 0.0% | +22.2% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling