-29.6%
BR vs TXT
-1.0%
-28.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -5.3% | -4.8% | -0.5% | -5.2% |
| 30D | +6.4% | -10.6% | +17.1% | +6.6% |
| 3M | +13.6% | -13.2% | +26.8% | +13.5% |
| 6M | -6.7% | -20.3% | +13.6% | -5.8% |
| YTD | -21.1% | -9.3% | -11.8% | -22.2% |
| 1Y | -29.6% | -2.7% | -26.9% | -31.9% |
| All | -29.6% | -1.0% | -28.6% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling