+119.6%
BHP vs TXT
+8.5%
+111.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.5% | +13.3% | -17.9% | -10.1% |
| 3M | -6.9% | -5.0% | -1.9% | -5.3% |
| 6M | -10.6% | -8.4% | -2.1% | -7.7% |
| YTD | +37.2% | -4.0% | +41.2% | +37.6% |
| 1Y | +48.0% | +2.8% | +45.2% | +43.8% |
| 3Y | +52.6% | +10.3% | +42.3% | +39.2% |
| All | +119.6% | +8.5% | +111.1% | +98.4% |
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