+91.7%
BKNG vs TXT
+11.6%
+80.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -10.7% | -0.2% | -10.4% | -10.6% |
| 30D | -18.1% | -10.2% | -7.9% | -14.0% |
| 3M | +8.5% | -13.3% | +21.8% | +14.9% |
| 6M | -0.1% | -14.4% | +14.3% | +5.9% |
| YTD | -18.2% | -9.1% | -9.1% | -16.7% |
| 1Y | -19.9% | -2.2% | -17.7% | -21.7% |
| 3Y | +41.6% | +5.1% | +36.5% | +26.8% |
| All | +91.7% | +11.6% | +80.1% | +59.3% |
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