+13,071.1%
BLK vs TXT
+173.6%
+12,897.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -3.1% | -11.1% | +7.9% | +1.2% |
| 3M | +10.7% | -13.0% | +23.7% | +16.1% |
| 6M | +15.9% | -16.2% | +32.1% | +23.1% |
| YTD | +4.0% | -8.7% | +12.7% | +6.6% |
| 1Y | +1.3% | -3.8% | +5.0% | +1.6% |
| 3Y | +69.6% | +5.5% | +64.1% | +62.6% |
| 5Y | +33.8% | +12.3% | +21.5% | +24.9% |
| 10Y | +276.2% | +97.4% | +178.8% | +170.2% |
| All | +13,071.1% | +173.6% | +12,897.5% | +6,661.6% |
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 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