+977.1%
BE vs TXT
+20.7%
+956.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +23.9% | +0.8% | +23.1% | +23.3% |
| 30D | +27.8% | -10.4% | +38.3% | +36.9% |
| 3M | +3.7% | -14.3% | +18.1% | +13.5% |
| 6M | +78.0% | -15.1% | +93.1% | +96.5% |
| YTD | +209.9% | -8.3% | +218.2% | +222.1% |
| 1Y | +389.6% | -0.7% | +390.3% | +383.5% |
| 3Y | +1,730.6% | +6.0% | +1,724.6% | +1,588.1% |
| 5Y | +1,227.8% | +12.5% | +1,215.3% | +1,104.5% |
| All | +977.1% | +20.7% | +956.4% | +641.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling