+104.2%
BN vs TXT
+11.8%
+92.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.6% |
| 7D | +3.6% | -3.5% | +7.2% | +5.7% |
| 30D | +15.9% | +15.2% | +0.7% | +6.8% |
| 3M | -2.3% | -4.5% | +2.1% | -0.1% |
| 6M | -8.4% | -6.1% | -2.3% | -6.0% |
| YTD | -5.9% | -2.0% | -3.9% | -7.1% |
| 1Y | -5.6% | +4.2% | -9.8% | -10.7% |
| 3Y | +104.2% | +14.4% | +89.8% | +81.0% |
| All | +104.2% | +11.8% | +92.4% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling