+15,251.3%
BN vs TXT
+2,070.1%
+13,181.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.5% | -4.8% | +2.3% | -0.9% |
| 30D | -9.5% | -10.6% | +1.1% | -6.1% |
| 3M | -10.4% | -13.2% | +2.8% | -6.3% |
| 6M | -6.4% | -20.3% | +14.0% | +0.6% |
| YTD | -11.9% | -9.3% | -2.6% | -9.5% |
| 1Y | -8.6% | -2.7% | -5.9% | -8.4% |
| 3Y | +77.6% | +1.4% | +76.2% | +75.5% |
| 5Y | +37.0% | +9.6% | +27.5% | +31.9% |
| 10Y | +266.4% | +94.9% | +171.5% | +181.9% |
| All | +15,251.3% | +2,070.1% | +13,181.3% | +6,157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling