+261.6%
BN vs TXT
+98.4%
+163.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -10.9% | -11.1% | +0.1% | -5.3% |
| 3M | -11.1% | -13.0% | +1.9% | -4.9% |
| 6M | -4.4% | -16.2% | +11.8% | +4.1% |
| YTD | -14.1% | -8.7% | -5.4% | -11.2% |
| 1Y | -11.1% | -3.8% | -7.3% | -10.7% |
| 3Y | +75.6% | +5.5% | +70.0% | +66.3% |
| 5Y | +35.8% | +12.3% | +23.5% | +23.1% |
| 10Y | +261.6% | +97.4% | +164.2% | +127.3% |
| All | +261.6% | +98.4% | +163.2% | +127.3% |
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