+3,546.3%
BWA vs TXT
+730.8%
+2,815.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | +5.7% | -4.8% | +10.4% | +8.0% |
| 30D | +1.4% | -10.6% | +12.0% | +6.5% |
| 3M | -12.1% | -13.2% | +1.1% | -6.8% |
| 6M | +28.6% | -20.3% | +48.9% | +41.7% |
| YTD | +51.1% | -9.3% | +60.3% | +56.7% |
| 1Y | +55.9% | -2.7% | +58.6% | +56.5% |
| 3Y | +70.1% | +1.4% | +68.8% | +66.4% |
| 5Y | +90.7% | +9.6% | +81.1% | +79.6% |
| 10Y | +154.0% | +94.9% | +59.1% | +76.2% |
| All | +3,546.3% | +730.8% | +2,815.5% | +1,033.2% |
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