-98.6%
BIYA vs TXT
-3.4%
-95.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -18.7% | -11.1% | -7.6% | -17.3% |
| 3M | -72.0% | -13.0% | -59.0% | -72.5% |
| 6M | -86.4% | -16.2% | -70.2% | -86.2% |
| YTD | -94.2% | -8.7% | -85.4% | -94.3% |
| All | -98.6% | -3.4% | -95.1% | -98.6% |
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 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