+28.1%
BTDR vs TXT
+12.9%
+15.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +22.4% | -0.2% | +22.6% | +22.5% |
| 30D | +16.5% | -11.1% | +27.5% | +22.5% |
| 3M | -31.5% | -13.0% | -18.5% | -26.8% |
| 6M | +74.0% | -16.2% | +90.2% | +88.8% |
| YTD | +13.0% | -8.7% | +21.7% | +18.0% |
| 1Y | -0.2% | -3.8% | +3.5% | +1.8% |
| 3Y | +9.9% | +5.5% | +4.4% | +9.7% |
| All | +28.1% | +12.9% | +15.2% | +27.7% |
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