-24.5%
BRO vs TXT
-1.0%
-23.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.6% | -4.8% | +2.2% | -2.2% |
| 30D | +0.9% | -10.6% | +11.5% | +1.8% |
| 3M | +24.8% | -13.2% | +37.9% | +25.6% |
| 6M | -0.1% | -20.3% | +20.3% | +2.9% |
| YTD | -9.7% | -9.3% | -0.5% | -10.7% |
| 1Y | -24.5% | -2.7% | -21.8% | -27.2% |
| All | -24.5% | -1.0% | -23.5% | -27.2% |
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