-99.9%
BIYA vs TXT
+17.2%
-117.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +1.0% |
| 7D | -7.8% | -3.5% | -4.3% | -7.3% |
| 30D | -38.5% | +15.2% | -53.7% | -40.1% |
| 3M | -59.5% | -4.5% | -55.1% | -57.9% |
| 6M | -89.2% | -6.1% | -83.1% | -89.0% |
| YTD | -97.1% | -2.0% | -95.1% | -97.1% |
| 1Y | -99.0% | +4.2% | -103.2% | -99.1% |
| All | -99.9% | +17.2% | -117.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling