+117.9%
BTSG vs TXT
+9.2%
+108.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +17.4% | +10.6% | +6.8% | +14.0% |
| 30D | +12.6% | +14.4% | -1.8% | +8.2% |
| 3M | +11.2% | -2.7% | +13.9% | +12.7% |
| 6M | +30.4% | -4.7% | +35.0% | +32.3% |
| YTD | +86.4% | -0.5% | +86.9% | +83.2% |
| 1Y | +117.9% | +8.7% | +109.2% | +92.0% |
| All | +117.9% | +9.2% | +108.7% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling