+406.7%
BNY vs TXT
+107.7%
+299.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.0% |
| 7D | -1.3% | +2.5% | -3.8% | -2.5% |
| 30D | -0.2% | -8.9% | +8.7% | +4.2% |
| 3M | +14.9% | -13.6% | +28.5% | +22.4% |
| 6M | +40.0% | -13.1% | +53.1% | +48.1% |
| YTD | +42.0% | -7.0% | +49.0% | +44.4% |
| 1Y | +56.9% | -1.4% | +58.2% | +54.6% |
| 3Y | +289.9% | +7.0% | +282.9% | +259.7% |
| 5Y | +259.2% | +15.4% | +243.8% | +213.3% |
| All | +406.7% | +107.7% | +299.0% | +189.5% |
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