+463.5%
BTSG vs TXT
-7.4%
+471.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.5% |
| 30D | +0.9% | -10.4% | +11.3% | +6.1% |
| 3M | +1.6% | -14.3% | +16.0% | +8.8% |
| 6M | +46.8% | -15.1% | +61.9% | +57.1% |
| YTD | +65.5% | -8.3% | +73.8% | +69.2% |
| 1Y | +136.2% | -0.7% | +136.9% | +131.0% |
| All | +463.5% | -7.4% | +471.0% | +459.4% |
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