+52.3%
BDX vs TXT
+9.2%
+43.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.8% | +5.8% |
| 7D | +7.2% | +10.6% | -3.4% | +5.1% |
| 30D | +15.8% | +14.4% | +1.4% | +12.8% |
| 3M | +23.7% | -2.7% | +26.4% | +24.0% |
| 6M | +44.8% | -4.7% | +49.5% | +44.5% |
| YTD | +39.8% | -0.5% | +40.3% | +35.6% |
| 1Y | +52.3% | +8.7% | +43.6% | +41.8% |
| All | +52.3% | +9.2% | +43.2% | +41.8% |
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