+22.6%
BROS vs TXT
+14.9%
+7.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -6.6% | +0.8% | -7.4% | -7.0% |
| 30D | -12.3% | -10.4% | -1.9% | -6.8% |
| 3M | -22.2% | -14.3% | -7.9% | -15.6% |
| 6M | -14.3% | -15.1% | +0.8% | -6.8% |
| YTD | -26.6% | -8.3% | -18.2% | -24.4% |
| 1Y | -31.5% | -0.7% | -30.8% | -33.1% |
| 3Y | +62.3% | +6.0% | +56.3% | +44.6% |
| All | +22.6% | +14.9% | +7.6% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling