+96.3%
BWA vs TXT
+89.4%
+6.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | -13.0% | +13.3% | -26.4% | -19.6% |
| 3M | -24.8% | -5.0% | -19.9% | -23.5% |
| 6M | -23.5% | -8.4% | -15.1% | -20.9% |
| YTD | +13.8% | -4.0% | +17.8% | +14.1% |
| 1Y | +13.4% | +2.8% | +10.6% | +9.4% |
| 3Y | +62.8% | +10.3% | +52.5% | +48.9% |
| 5Y | +28.5% | +9.2% | +19.3% | +16.5% |
| All | +96.3% | +89.4% | +6.9% | +28.0% |
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 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