+1,359.3%
BP vs TXT
+2,193.3%
-834.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -11.6% | -2.5% | -9.1% | -11.0% |
| 30D | 0.0% | +14.4% | -14.3% | -4.0% |
| 3M | +6.7% | -4.9% | +11.7% | +7.8% |
| 6M | +2.2% | -10.2% | +12.4% | +4.2% |
| YTD | +33.0% | -4.1% | +37.1% | +32.2% |
| 1Y | +30.7% | +4.0% | +26.8% | +26.9% |
| 3Y | +44.2% | +8.0% | +36.2% | +36.7% |
| 5Y | +105.1% | +8.4% | +96.7% | +91.9% |
| 10Y | +133.5% | +116.6% | +16.9% | +74.8% |
| All | +1,359.3% | +2,193.3% | -834.0% | +545.7% |
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