-31.5%
BROS vs TXT
-3.0%
-28.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -6.6% | +0.8% | -7.4% | -6.8% |
| 30D | -12.3% | -10.4% | -1.9% | -9.3% |
| 3M | -22.2% | -14.3% | -7.9% | -18.7% |
| 6M | -14.3% | -15.1% | +0.8% | -10.8% |
| YTD | -26.6% | -8.3% | -18.2% | -25.3% |
| 1Y | -31.5% | -0.7% | -30.8% | -34.9% |
| All | -31.5% | -3.0% | -28.5% | -34.9% |
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