+120.2%
BKR vs TXT
+107.7%
+12.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.9% |
| 7D | -7.0% | +2.5% | -9.5% | -8.3% |
| 30D | -8.1% | -8.9% | +0.7% | -3.3% |
| 3M | -6.6% | -13.6% | +6.9% | +0.6% |
| 6M | +0.9% | -13.1% | +14.0% | +7.7% |
| YTD | +31.1% | -7.0% | +38.1% | +33.9% |
| 1Y | +27.7% | -1.4% | +29.1% | +25.5% |
| 3Y | +71.2% | +7.0% | +64.3% | +56.4% |
| 5Y | +177.6% | +15.4% | +162.2% | +132.8% |
| All | +120.2% | +107.7% | +12.4% | +26.1% |
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