+7,943.2%
BHP vs TXT
+2,070.1%
+5,873.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -2.9% | -4.8% | +1.9% | -1.0% |
| 30D | +3.4% | -10.6% | +14.0% | +7.9% |
| 3M | +4.1% | -13.2% | +17.2% | +9.7% |
| 6M | +20.6% | -20.3% | +40.9% | +31.4% |
| YTD | +56.1% | -9.3% | +65.3% | +60.9% |
| 1Y | +69.6% | -2.7% | +72.3% | +69.8% |
| 3Y | +78.8% | +1.4% | +77.4% | +73.9% |
| 5Y | +113.1% | +9.6% | +103.5% | +97.8% |
| 10Y | +505.9% | +94.9% | +411.0% | +322.7% |
| All | +7,943.2% | +2,070.1% | +5,873.1% | +3,057.6% |
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