-99.9%
BIYA vs TXT
+14.8%
-114.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | -12.9% | +13.3% | -26.3% | -14.9% |
| 3M | -54.7% | -5.0% | -49.7% | -53.0% |
| 6M | -85.1% | -8.4% | -76.6% | -84.7% |
| YTD | -96.9% | -4.0% | -92.9% | -96.9% |
| 1Y | -98.5% | +2.8% | -101.3% | -98.6% |
| All | -99.9% | +14.8% | -114.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling