+84,550.5%
BBY vs TXT
+2,196.3%
+82,354.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +4.5% | +0.1% | +4.3% | +4.4% |
| 30D | +16.8% | +13.3% | +3.5% | +11.1% |
| 3M | +23.2% | -5.0% | +28.2% | +25.3% |
| 6M | +91.9% | -8.4% | +100.3% | +96.8% |
| YTD | +61.6% | -4.0% | +65.6% | +61.7% |
| 1Y | +43.9% | +2.8% | +41.1% | +40.1% |
| 3Y | +88.6% | +10.3% | +78.4% | +78.5% |
| 5Y | -3.1% | +9.2% | -12.2% | -8.6% |
| 10Y | +290.2% | +89.6% | +200.6% | +181.8% |
| All | +84,550.5% | +2,196.3% | +82,354.2% | +22,882.3% |
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