+87.5%
BHP vs TXT
+5.7%
+81.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +4.0% | -11.1% | +15.0% | +9.2% |
| 3M | +12.3% | -13.0% | +25.3% | +18.8% |
| 6M | +30.8% | -16.2% | +47.0% | +40.4% |
| YTD | +58.8% | -8.7% | +67.5% | +63.3% |
| 1Y | +76.8% | -3.8% | +80.6% | +77.3% |
| 3Y | +87.5% | +5.5% | +81.9% | +71.9% |
| All | +87.5% | +5.7% | +81.8% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling