-7.8%
BRO vs TXT
+7.0%
-14.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | -7.3% | +2.5% | -9.8% | -7.7% |
| 30D | -6.9% | -8.9% | +2.0% | -5.3% |
| 3M | +10.7% | -13.6% | +24.2% | +13.4% |
| 6M | -2.7% | -13.1% | +10.4% | -0.6% |
| YTD | -16.3% | -7.0% | -9.3% | -16.1% |
| 1Y | -29.1% | -1.4% | -27.7% | -29.9% |
| 3Y | -7.8% | +7.0% | -14.8% | -12.2% |
| All | -7.8% | +7.0% | -14.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling