+30.9%
BLK vs TXT
+10.7%
+20.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.0% | -10.2% | +3.2% | -1.7% |
| 3M | +5.7% | -13.3% | +18.9% | +13.0% |
| 6M | +11.0% | -14.4% | +25.4% | +19.2% |
| YTD | +0.9% | -9.1% | +10.0% | +3.9% |
| 1Y | -1.6% | -2.2% | +0.5% | -3.0% |
| 3Y | +64.5% | +5.1% | +59.4% | +49.2% |
| 5Y | +30.9% | +12.8% | +18.0% | +9.5% |
| All | +30.9% | +10.7% | +20.1% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling