+141.8%
BRKR vs TXT
+265.4%
-123.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.2% |
| 7D | -8.7% | +2.5% | -11.1% | -9.6% |
| 30D | -9.9% | -8.9% | -1.0% | -6.5% |
| 3M | -3.1% | -13.6% | +10.5% | +2.0% |
| 6M | +45.5% | -13.1% | +58.6% | +52.7% |
| YTD | +13.7% | -7.0% | +20.7% | +15.6% |
| 1Y | +67.4% | -1.4% | +68.8% | +66.4% |
| 3Y | -13.2% | +7.0% | -20.2% | -16.8% |
| 5Y | -39.5% | +15.4% | -54.9% | -44.4% |
| 10Y | +153.5% | +106.1% | +47.4% | +71.1% |
| All | +141.8% | +265.4% | -123.5% | +8.7% |
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