+7,061.6%
BHP vs TXT
+2,214.4%
+4,847.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | +2.5% | -1.1% | +3.5% | +2.9% |
| 30D | -5.2% | +13.3% | -18.5% | -10.2% |
| 3M | -8.7% | -5.1% | -3.6% | -7.4% |
| 6M | -6.9% | -7.1% | +0.3% | -4.9% |
| YTD | +39.0% | -3.2% | +42.2% | +39.0% |
| 1Y | +48.9% | +2.3% | +46.6% | +45.7% |
| 3Y | +55.4% | +11.1% | +44.3% | +45.2% |
| 5Y | +119.2% | +10.0% | +109.2% | +102.5% |
| 10Y | +340.5% | +91.1% | +249.4% | +208.0% |
| All | +7,061.6% | +2,214.4% | +4,847.2% | +2,627.6% |
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