+97.3%
BRKR vs TXT
-1.0%
+98.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +2.5% | -4.8% | +7.3% | +4.2% |
| 30D | +11.5% | -10.6% | +22.1% | +15.9% |
| 3M | -2.4% | -13.2% | +10.8% | +1.8% |
| 6M | +52.3% | -20.3% | +72.7% | +64.9% |
| YTD | +24.5% | -9.3% | +33.7% | +23.6% |
| 1Y | +97.3% | -2.7% | +100.0% | +81.9% |
| All | +97.3% | -1.0% | +98.3% | +81.9% |
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