+71,806.5%
BBY vs TXT
+2,083.0%
+69,723.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +8.1% | -0.2% | +8.3% | +8.2% |
| 30D | +8.9% | -11.1% | +20.0% | +13.9% |
| 3M | +22.0% | -13.0% | +35.0% | +28.1% |
| 6M | +37.8% | -16.2% | +54.0% | +46.2% |
| YTD | +37.3% | -8.7% | +46.0% | +40.4% |
| 1Y | +21.6% | -3.8% | +25.3% | +21.7% |
| 3Y | +41.5% | +5.5% | +36.0% | +36.5% |
| 5Y | +1.2% | +12.3% | -11.1% | -5.3% |
| 10Y | +237.8% | +97.4% | +140.4% | +141.1% |
| All | +71,806.5% | +2,083.0% | +69,723.5% | +19,862.7% |
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