+256.9%
BNY vs TXT
+14.1%
+242.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.0% |
| 7D | -1.3% | +2.5% | -3.8% | -2.4% |
| 30D | -0.2% | -8.9% | +8.7% | +3.9% |
| 3M | +14.9% | -13.6% | +28.5% | +21.9% |
| 6M | +40.0% | -13.1% | +53.1% | +47.6% |
| YTD | +42.0% | -7.0% | +49.0% | +43.9% |
| 1Y | +56.9% | -1.4% | +58.2% | +54.0% |
| 3Y | +289.9% | +7.0% | +282.9% | +253.5% |
| All | +256.9% | +14.1% | +242.8% | +201.0% |
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 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