-3.8%
BROS vs TXT
+24.9%
-28.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.9% |
| 7D | -19.0% | -1.1% | -18.0% | -18.4% |
| 30D | -7.3% | +17.1% | -24.3% | -15.1% |
| 3M | -31.2% | -2.6% | -28.6% | -30.3% |
| 6M | -33.0% | -4.6% | -28.5% | -31.9% |
| YTD | -42.4% | -0.3% | -42.0% | -43.4% |
| 1Y | -37.7% | +5.9% | -43.6% | -41.1% |
| 3Y | +28.2% | +14.4% | +13.8% | +9.7% |
| 5Y | -43.4% | +15.9% | -59.2% | -57.4% |
| All | -3.8% | +24.9% | -28.7% | -17.2% |
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 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