+1,335.7%
BP vs TXT
+2,070.1%
-734.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.9% | -4.8% | +8.7% | +5.4% |
| 30D | +7.6% | -10.6% | +18.2% | +11.0% |
| 3M | +0.7% | -13.2% | +13.9% | +4.2% |
| 6M | +15.5% | -20.3% | +35.8% | +21.9% |
| YTD | +30.8% | -9.3% | +40.1% | +32.6% |
| 1Y | +34.3% | -2.7% | +37.0% | +33.1% |
| 3Y | +35.1% | +1.4% | +33.7% | +30.8% |
| 5Y | +126.8% | +9.6% | +117.3% | +112.1% |
| 10Y | +123.4% | +94.9% | +28.5% | +72.6% |
| All | +1,335.7% | +2,070.1% | -734.4% | +547.8% |
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