+275.1%
BLK vs TXT
+107.7%
+167.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.5% |
| 7D | -3.3% | +2.5% | -5.8% | -4.4% |
| 30D | -6.5% | -8.9% | +2.3% | -2.3% |
| 3M | +6.7% | -13.6% | +20.3% | +13.8% |
| 6M | +14.7% | -13.1% | +27.8% | +21.7% |
| YTD | +2.5% | -7.0% | +9.5% | +4.6% |
| 1Y | -2.8% | -1.4% | -1.4% | -3.8% |
| 3Y | +65.9% | +7.0% | +58.9% | +54.4% |
| 5Y | +33.0% | +15.4% | +17.6% | +17.9% |
| All | +275.1% | +107.7% | +167.3% | +136.7% |
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 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