+13.4%
BWA vs TXT
+1.6%
+11.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | -13.0% | +13.3% | -26.4% | -17.7% |
| 3M | -24.8% | -5.0% | -19.9% | -22.4% |
| 6M | -23.5% | -8.4% | -15.1% | -19.9% |
| YTD | +13.8% | -4.0% | +17.8% | +13.6% |
| 1Y | +13.4% | +2.8% | +10.6% | +2.6% |
| All | +13.4% | +1.6% | +11.8% | +2.6% |
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 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