+6,251.9%
BDX vs TXT
+2,214.4%
+4,037.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | +15.1% | +13.3% | +1.9% | +12.5% |
| 3M | +18.2% | -5.1% | +23.3% | +19.0% |
| 6M | +48.1% | -7.1% | +55.3% | +49.4% |
| YTD | +44.1% | -3.2% | +47.3% | +44.1% |
| 1Y | +46.4% | +2.3% | +44.1% | +44.9% |
| 3Y | +24.4% | +11.1% | +13.3% | +20.6% |
| 5Y | +26.1% | +10.0% | +16.1% | +21.3% |
| 10Y | +93.3% | +91.1% | +2.2% | +61.6% |
| All | +6,251.9% | +2,214.4% | +4,037.5% | +2,565.6% |
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