+149.3%
BWA vs TXT
+107.7%
+41.6%
-64.6%
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% | +0.2% |
| 7D | -1.3% | +2.5% | -3.8% | -2.7% |
| 30D | -2.9% | -8.9% | +5.9% | +2.0% |
| 3M | -10.7% | -13.6% | +2.8% | -3.9% |
| 6M | +26.5% | -13.1% | +39.6% | +35.8% |
| YTD | +49.1% | -7.0% | +56.1% | +53.5% |
| 1Y | +52.1% | -1.4% | +53.4% | +51.2% |
| 3Y | +72.6% | +7.0% | +65.6% | +61.7% |
| 5Y | +89.4% | +15.4% | +74.0% | +68.5% |
| All | +149.3% | +107.7% | +41.6% | +70.4% |
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 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