-0.5%
BBY vs TXT
+10.7%
-11.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +5.8% | -10.2% | +16.0% | +12.0% |
| 3M | +18.0% | -13.3% | +31.3% | +26.3% |
| 6M | +39.8% | -14.4% | +54.2% | +49.8% |
| YTD | +35.4% | -9.1% | +44.5% | +38.9% |
| 1Y | +21.4% | -2.2% | +23.6% | +18.8% |
| 3Y | +39.5% | +5.1% | +34.5% | +27.2% |
| 5Y | -0.5% | +12.8% | -13.3% | -14.9% |
| All | -0.5% | +10.7% | -11.2% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling