+433.9%
BTSG vs TXT
-6.1%
+440.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.4% |
| 7D | -3.3% | +2.5% | -5.8% | -4.4% |
| 30D | -1.6% | -8.9% | +7.3% | +2.7% |
| 3M | -6.9% | -13.6% | +6.7% | -0.8% |
| 6M | +42.1% | -13.1% | +55.2% | +50.5% |
| YTD | +56.8% | -7.0% | +63.8% | +59.3% |
| 1Y | +109.8% | -1.4% | +111.2% | +106.1% |
| All | +433.9% | -6.1% | +440.0% | +426.6% |
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