+33.2%
BN vs TXT
+13.4%
+19.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.5% |
| 30D | -13.0% | -10.4% | -2.6% | -7.1% |
| 3M | -15.2% | -14.3% | -0.9% | -7.5% |
| 6M | -5.9% | -15.1% | +9.2% | +2.8% |
| YTD | -15.8% | -8.3% | -7.5% | -13.0% |
| 1Y | -12.2% | -0.7% | -11.5% | -14.2% |
| 3Y | +72.2% | +6.0% | +66.2% | +57.2% |
| 5Y | +33.2% | +12.5% | +20.7% | +13.6% |
| All | +33.2% | +13.4% | +19.8% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling