+1,172.5%
BR vs TXT
+84.5%
+1,088.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -5.3% | -4.8% | -0.5% | -4.1% |
| 30D | +6.4% | -10.6% | +17.1% | +9.4% |
| 3M | +13.6% | -13.2% | +26.8% | +17.3% |
| 6M | -6.7% | -20.3% | +13.6% | -1.9% |
| YTD | -21.1% | -9.3% | -11.8% | -20.0% |
| 1Y | -29.6% | -2.7% | -26.9% | -29.9% |
| 3Y | -2.4% | +1.4% | -3.8% | -5.0% |
| 5Y | +11.2% | +9.6% | +1.7% | +5.1% |
| 10Y | +191.8% | +94.9% | +96.9% | +125.5% |
| All | +1,172.5% | +84.5% | +1,088.1% | +820.9% |
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 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