+64.6%
BMY vs TXT
+100.3%
-35.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -0.7% | -10.4% | +9.8% | +1.6% |
| 3M | +15.3% | -14.3% | +29.7% | +18.8% |
| 6M | +8.5% | -15.1% | +23.6% | +11.9% |
| YTD | +23.4% | -8.3% | +31.8% | +25.1% |
| 1Y | +42.9% | -0.7% | +43.6% | +42.4% |
| 3Y | +22.0% | +6.0% | +16.0% | +19.0% |
| 5Y | +24.3% | +12.5% | +11.8% | +17.9% |
| 10Y | +64.6% | +103.2% | -38.6% | +32.3% |
| All | +64.6% | +100.3% | -35.7% | +32.3% |
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