+7,916.8%
BNY vs TXT
+2,092.6%
+5,824.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +1.9% | -10.4% | +12.4% | +7.0% |
| 3M | +13.9% | -14.3% | +28.2% | +21.4% |
| 6M | +42.3% | -15.1% | +57.4% | +51.7% |
| YTD | +41.8% | -8.3% | +50.2% | +45.3% |
| 1Y | +57.9% | -0.7% | +58.7% | +55.7% |
| 3Y | +290.7% | +6.0% | +284.7% | +266.8% |
| 5Y | +252.3% | +12.5% | +239.8% | +217.8% |
| 10Y | +412.8% | +103.2% | +309.6% | +229.4% |
| All | +7,916.8% | +2,092.6% | +5,824.2% | +1,466.5% |
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 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