-42.6%
BROS vs TXT
+8.5%
-51.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +7.0% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | -8.3% | +13.3% | -21.7% | -15.1% |
| 3M | -29.8% | -5.0% | -24.8% | -27.8% |
| 6M | -25.8% | -8.4% | -17.4% | -22.5% |
| YTD | -41.4% | -4.0% | -37.4% | -41.3% |
| 1Y | -35.2% | +2.8% | -38.0% | -38.1% |
| 3Y | +32.8% | +10.3% | +22.5% | +13.5% |
| All | -42.6% | +8.5% | -51.2% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling