+7.8%
BR vs TXT
+12.6%
-4.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | +1.9% | -11.1% | +13.0% | +5.4% |
| 3M | +14.7% | -13.0% | +27.6% | +19.0% |
| 6M | -12.8% | -16.2% | +3.4% | -8.8% |
| YTD | -23.0% | -8.7% | -14.3% | -22.2% |
| 1Y | -31.7% | -3.8% | -27.9% | -32.4% |
| 3Y | -4.8% | +5.5% | -10.3% | -11.6% |
| 5Y | +7.8% | +12.3% | -4.5% | -6.6% |
| All | +7.8% | +12.6% | -4.8% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling