+360.5%
BE vs TXT
-1.0%
+361.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.5% |
| 7D | +20.0% | -4.8% | +24.8% | +22.8% |
| 30D | +7.9% | -10.6% | +18.5% | +14.0% |
| 3M | -13.2% | -13.2% | 0.0% | -6.8% |
| 6M | +53.5% | -20.3% | +73.8% | +65.4% |
| YTD | +191.0% | -9.3% | +200.3% | +197.4% |
| 1Y | +360.5% | -2.7% | +363.2% | +353.9% |
| All | +360.5% | -1.0% | +361.5% | +353.9% |
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 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