+641.7%
BE vs TXT
+31.3%
+610.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.0% | -5.4% |
| 7D | -13.4% | -1.1% | -12.3% | -12.6% |
| 30D | -33.9% | +17.1% | -51.0% | -40.6% |
| 3M | -12.0% | -2.6% | -9.3% | -11.0% |
| 6M | -29.0% | -4.6% | -24.4% | -27.7% |
| YTD | +113.4% | -0.3% | +113.7% | +109.2% |
| 1Y | +33.2% | +5.9% | +27.3% | +25.6% |
| 3Y | +1,659.2% | +14.4% | +1,644.8% | +1,438.7% |
| 5Y | +461.4% | +15.9% | +445.5% | +394.8% |
| All | +641.7% | +31.3% | +610.4% | +381.5% |
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