-99.8%
BIYA vs TXT
+9.6%
-109.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -16.7% | -10.4% | -6.2% | -13.0% |
| 3M | -74.6% | -14.3% | -60.3% | -73.8% |
| 6M | -85.4% | -15.1% | -70.3% | -84.7% |
| YTD | -94.2% | -8.3% | -85.9% | -94.3% |
| 1Y | -98.6% | -0.7% | -97.9% | -98.7% |
| All | -99.8% | +9.6% | -109.4% | -99.8% |
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