+911.5%
BE vs TXT
+19.5%
+892.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.6% |
| 7D | +20.0% | -4.8% | +24.8% | +23.7% |
| 30D | +7.9% | -10.6% | +18.5% | +15.7% |
| 3M | -13.2% | -13.2% | 0.0% | -5.9% |
| 6M | +53.5% | -20.3% | +73.8% | +76.5% |
| YTD | +191.0% | -9.3% | +200.3% | +204.4% |
| 1Y | +360.5% | -2.7% | +363.2% | +359.8% |
| 3Y | +1,568.0% | +1.4% | +1,566.6% | +1,482.5% |
| 5Y | +1,055.2% | +9.6% | +1,045.6% | +963.8% |
| All | +911.5% | +19.5% | +892.0% | +600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling