-8.6%
BN vs TXT
-1.0%
-7.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.5% | -4.8% | +2.3% | -0.7% |
| 30D | -9.5% | -10.6% | +1.1% | -5.7% |
| 3M | -10.4% | -13.2% | +2.8% | -6.0% |
| 6M | -6.4% | -20.3% | +14.0% | +1.3% |
| YTD | -11.9% | -9.3% | -2.6% | -10.5% |
| 1Y | -8.6% | -2.7% | -5.9% | -11.5% |
| All | -8.6% | -1.0% | -7.6% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling