+668.0%
BE vs TXT
+26.5%
+641.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.4% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -19.8% | +13.3% | -33.1% | -26.4% |
| 3M | -18.7% | -5.0% | -13.8% | -16.7% |
| 6M | -33.7% | -8.4% | -25.3% | -30.8% |
| YTD | +121.0% | -4.0% | +124.9% | +121.6% |
| 1Y | +85.4% | +2.8% | +82.6% | +77.8% |
| 3Y | +1,709.5% | +10.3% | +1,699.2% | +1,518.5% |
| 5Y | +462.2% | +9.2% | +453.0% | +413.1% |
| All | +668.0% | +26.5% | +641.5% | +410.0% |
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