+125.0%
BP vs TXT
+98.4%
+26.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +9.1% | -11.1% | +20.2% | +14.6% |
| 3M | +3.9% | -13.0% | +16.9% | +9.3% |
| 6M | +13.6% | -16.2% | +29.8% | +20.6% |
| YTD | +34.0% | -8.7% | +42.7% | +36.0% |
| 1Y | +39.2% | -3.8% | +42.9% | +37.2% |
| 3Y | +36.4% | +5.5% | +30.9% | +25.3% |
| 5Y | +135.8% | +12.3% | +123.5% | +103.8% |
| 10Y | +125.0% | +97.4% | +27.6% | +37.4% |
| All | +125.0% | +98.4% | +26.6% | +37.4% |
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 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