+142.2%
BP vs TXT
+89.4%
+52.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -5.3% | +13.3% | -18.6% | -10.7% |
| 3M | +9.3% | -5.0% | +14.2% | +10.8% |
| 6M | +7.2% | -8.4% | +15.6% | +9.4% |
| YTD | +38.0% | -4.0% | +42.0% | +36.1% |
| 1Y | +33.2% | +2.8% | +30.4% | +27.1% |
| 3Y | +50.3% | +10.3% | +40.0% | +34.7% |
| 5Y | +114.1% | +9.2% | +104.9% | +87.6% |
| All | +142.2% | +89.4% | +52.8% | +49.9% |
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