+521.9%
BKR vs TXT
+2,073.6%
-1,551.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -6.7% | -0.2% | -6.4% | -6.6% |
| 30D | -8.3% | -10.2% | +1.9% | -4.5% |
| 3M | -5.4% | -13.3% | +7.9% | -0.5% |
| 6M | +0.8% | -14.4% | +15.2% | +6.2% |
| YTD | +31.8% | -9.1% | +41.0% | +35.4% |
| 1Y | +28.6% | -2.2% | +30.7% | +28.0% |
| 3Y | +71.2% | +5.1% | +66.2% | +64.2% |
| 5Y | +179.2% | +12.8% | +166.4% | +156.0% |
| 10Y | +124.0% | +101.4% | +22.5% | +61.4% |
| All | +521.9% | +2,073.6% | -1,551.7% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling