+18.4%
BTDR vs TXT
+5.5%
+12.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +14.8% | +0.8% | +14.0% | +14.0% |
| 30D | +41.8% | -10.4% | +52.2% | +54.3% |
| 3M | -29.2% | -14.3% | -14.8% | -19.4% |
| 6M | +66.2% | -15.1% | +81.3% | +90.2% |
| YTD | +10.0% | -8.3% | +18.3% | +16.5% |
| 1Y | -11.0% | -0.7% | -10.3% | -12.2% |
| All | +18.4% | +5.5% | +12.9% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling