-16.7%
BLDR vs TXT
-5.6%
-11.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.1% |
| 7D | -10.3% | -0.8% | -9.5% | -9.7% |
| 30D | +19.6% | +13.4% | +6.2% | +8.1% |
| 3M | -17.0% | -2.5% | -14.4% | -16.3% |
| 6M | -16.7% | -6.2% | -10.6% | -15.6% |
| All | -16.7% | -5.6% | -11.1% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling