+7,199.5%
BHP vs TXT
+2,259.2%
+4,940.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | -5.4% | +13.4% | -18.8% | -10.3% |
| 3M | -6.9% | -2.5% | -4.3% | -6.5% |
| 6M | -4.3% | -6.2% | +1.9% | -2.7% |
| YTD | +41.6% | -1.3% | +43.0% | +40.6% |
| 1Y | +53.3% | +4.3% | +49.0% | +48.8% |
| 3Y | +58.4% | +13.2% | +45.1% | +46.9% |
| 5Y | +121.3% | +12.4% | +108.9% | +102.7% |
| 10Y | +349.0% | +94.8% | +254.2% | +211.6% |
| All | +7,199.5% | +2,259.2% | +4,940.3% | +2,659.2% |
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