+34.3%
BP vs TXT
-1.0%
+35.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +3.9% | -4.8% | +8.7% | +3.3% |
| 30D | +7.6% | -10.6% | +18.2% | +6.2% |
| 3M | +0.7% | -13.2% | +13.9% | -0.6% |
| 6M | +15.5% | -20.3% | +35.8% | +15.1% |
| YTD | +30.8% | -9.3% | +40.1% | +28.3% |
| 1Y | +34.3% | -2.7% | +37.0% | +31.6% |
| All | +34.3% | -1.0% | +35.3% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling