+30.3%
BIL vs TXT
+63.1%
-32.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -4.8% | +4.9% | +0.1% |
| 30D | +0.3% | -10.6% | +10.9% | +0.3% |
| 3M | +0.9% | -13.2% | +14.1% | +0.9% |
| 6M | +1.8% | -20.3% | +22.2% | +1.8% |
| YTD | +2.4% | -9.3% | +11.7% | +2.4% |
| 1Y | +3.7% | -2.7% | +6.4% | +3.7% |
| 3Y | +14.2% | +1.4% | +12.8% | +14.2% |
| 5Y | +19.4% | +9.6% | +9.9% | +19.4% |
| 10Y | +25.2% | +94.9% | -69.7% | +25.3% |
| All | +30.3% | +63.1% | -32.8% | +30.0% |
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