+86.6%
BWA vs TXT
+13.4%
+73.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | +0.1% | +0.8% | -0.7% | -0.4% |
| 30D | -5.6% | -10.4% | +4.9% | +0.9% |
| 3M | -10.7% | -14.3% | +3.7% | -2.4% |
| 6M | +23.2% | -15.1% | +38.3% | +35.2% |
| YTD | +46.0% | -8.3% | +54.3% | +51.8% |
| 1Y | +51.2% | -0.7% | +51.9% | +48.9% |
| 3Y | +69.6% | +6.0% | +63.6% | +56.2% |
| 5Y | +86.6% | +12.5% | +74.1% | +61.5% |
| All | +86.6% | +13.4% | +73.2% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling