+127.7%
BP vs TXT
+115.3%
+12.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | -6.9% | -3.5% | -3.3% | -5.4% |
| 30D | -3.6% | +15.2% | -18.8% | -9.7% |
| 3M | +8.4% | -4.5% | +12.9% | +9.8% |
| 6M | +5.3% | -6.1% | +11.4% | +6.4% |
| YTD | +33.2% | -2.0% | +35.1% | +30.2% |
| 1Y | +28.2% | +4.2% | +24.0% | +21.7% |
| 3Y | +49.2% | +14.4% | +34.9% | +31.7% |
| 5Y | +102.9% | +12.3% | +90.5% | +75.6% |
| 10Y | +127.7% | +101.8% | +25.8% | +40.9% |
| All | +127.7% | +115.3% | +12.3% | +40.9% |
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