+19.6%
BTDR vs TXT
+18.6%
+1.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.7% |
| 7D | -3.4% | +2.5% | -5.9% | -4.4% |
| 30D | +32.6% | -8.9% | +41.4% | +37.8% |
| 3M | -32.2% | -13.6% | -18.7% | -27.6% |
| 6M | +52.4% | -13.1% | +65.5% | +62.7% |
| YTD | +6.7% | -7.0% | +13.7% | +10.4% |
| 1Y | -15.2% | -1.4% | -13.8% | -14.3% |
| 3Y | +14.9% | +7.0% | +7.9% | +13.9% |
| 5Y | +20.8% | +15.4% | +5.4% | +19.5% |
| All | +19.6% | +18.6% | +1.0% | +18.4% |
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