+278.6%
BR vs TXT
+89.4%
+189.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | +14.4% | +13.3% | +1.0% | +10.1% |
| 3M | +12.4% | -5.0% | +17.4% | +13.6% |
| 6M | +35.4% | -8.4% | +43.9% | +37.8% |
| YTD | -12.2% | -4.0% | -8.2% | -12.6% |
| 1Y | -12.7% | +2.8% | -15.5% | -15.0% |
| 3Y | +14.3% | +10.3% | +4.0% | +7.0% |
| 5Y | +19.3% | +9.2% | +10.1% | +10.2% |
| All | +278.6% | +89.4% | +189.2% | +192.5% |
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