-37.7%
BROS vs TXT
+5.9%
-43.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.6% |
| 7D | -19.0% | -1.1% | -18.0% | -18.7% |
| 30D | -7.3% | +17.1% | -24.3% | -11.9% |
| 3M | -31.2% | -2.6% | -28.6% | -30.4% |
| 6M | -33.0% | -4.6% | -28.5% | -32.2% |
| YTD | -42.4% | -0.3% | -42.0% | -43.8% |
| 1Y | -37.7% | +5.9% | -43.6% | -45.6% |
| All | -37.7% | +5.9% | -43.6% | -45.6% |
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