+289.7%
BNY vs TXT
+4.6%
+285.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | +1.4% | -10.2% | +11.6% | +5.1% |
| 3M | +16.8% | -13.3% | +30.1% | +22.0% |
| 6M | +42.0% | -14.4% | +56.3% | +48.6% |
| YTD | +41.9% | -9.1% | +51.0% | +44.3% |
| 1Y | +59.2% | -2.2% | +61.4% | +56.8% |
| All | +289.7% | +4.6% | +285.1% | +261.4% |
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