+23.8%
BTDR vs TXT
+15.8%
+8.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +20.0% | -4.8% | +24.7% | +22.5% |
| 30D | +11.9% | -10.6% | +22.5% | +17.4% |
| 3M | -36.9% | -13.2% | -23.8% | -32.7% |
| 6M | +56.5% | -20.3% | +76.9% | +73.0% |
| YTD | +10.4% | -9.3% | +19.7% | +15.5% |
| 1Y | +3.1% | -2.7% | +5.8% | +4.8% |
| 3Y | -2.6% | +1.4% | -4.0% | -2.4% |
| 5Y | +25.2% | +9.6% | +15.6% | +25.0% |
| All | +23.8% | +15.8% | +8.0% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling