+187.0%
BR vs TXT
+107.7%
+79.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.0% |
| 7D | -3.0% | +2.5% | -5.4% | -3.7% |
| 30D | -0.3% | -8.9% | +8.6% | +2.3% |
| 3M | +17.3% | -13.6% | +30.9% | +21.9% |
| 6M | -6.7% | -13.1% | +6.4% | -3.7% |
| YTD | -23.4% | -7.0% | -16.4% | -22.8% |
| 1Y | -32.7% | -1.4% | -31.3% | -33.4% |
| 3Y | -5.9% | +7.0% | -12.9% | -10.8% |
| 5Y | +8.4% | +15.4% | -7.0% | -1.0% |
| All | +187.0% | +107.7% | +79.3% | +126.5% |
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