-98.5%
BIYA vs TXT
+2.4%
-100.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -1.3% |
| 7D | +10.0% | -1.1% | +11.1% | +9.7% |
| 30D | -17.7% | +13.3% | -30.9% | -14.3% |
| 3M | -55.0% | -5.1% | -49.9% | -52.9% |
| 6M | -85.1% | -7.1% | -78.0% | -84.9% |
| YTD | -96.9% | -3.2% | -93.7% | -96.7% |
| All | -98.5% | +2.4% | -100.9% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling