+65.9%
BLK vs TXT
+7.0%
+58.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.7% |
| 7D | -3.3% | +2.5% | -5.8% | -4.3% |
| 30D | -6.5% | -8.9% | +2.3% | -2.9% |
| 3M | +6.7% | -13.6% | +20.3% | +12.9% |
| 6M | +14.7% | -13.1% | +27.8% | +20.7% |
| YTD | +2.5% | -7.0% | +9.5% | +3.9% |
| 1Y | -2.8% | -1.4% | -1.4% | -4.4% |
| 3Y | +65.9% | +7.0% | +58.9% | +52.4% |
| All | +65.9% | +7.0% | +58.9% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling