+289.2%
BN vs TXT
+103.6%
+185.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.2% |
| 7D | +4.3% | -1.1% | +5.4% | +4.9% |
| 30D | +14.3% | +17.1% | -2.8% | +4.8% |
| 3M | -4.1% | -2.6% | -1.4% | -3.2% |
| 6M | -9.7% | -4.6% | -5.1% | -8.4% |
| YTD | -7.1% | -0.3% | -6.8% | -8.7% |
| 1Y | -7.4% | +5.9% | -13.3% | -12.0% |
| 3Y | +102.3% | +14.4% | +88.0% | +82.7% |
| 5Y | +35.9% | +15.9% | +20.1% | +20.5% |
| 10Y | +289.2% | +99.6% | +189.6% | +144.7% |
| All | +289.2% | +103.6% | +185.5% | +144.7% |
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