+387.2%
BE vs TXT
+7.8%
+379.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +4.9% |
| 7D | -14.7% | -2.5% | -12.2% | -13.1% |
| 30D | -40.5% | +14.4% | -54.9% | -47.0% |
| 3M | -24.3% | -4.9% | -19.4% | -22.0% |
| 6M | -39.3% | -10.2% | -29.1% | -34.8% |
| YTD | +99.4% | -4.1% | +103.5% | +98.8% |
| 1Y | +26.6% | +4.0% | +22.6% | +17.7% |
| 3Y | +1,616.9% | +8.0% | +1,609.0% | +1,331.3% |
| All | +387.2% | +7.8% | +379.4% | +283.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling