-16.6%
BX vs TXT
-1.0%
-15.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.4% | -4.8% | +0.4% | -2.4% |
| 30D | +0.1% | -10.6% | +10.7% | +4.9% |
| 3M | +16.0% | -13.2% | +29.2% | +22.7% |
| 6M | +21.6% | -20.3% | +42.0% | +33.3% |
| YTD | -8.9% | -9.3% | +0.4% | -7.1% |
| 1Y | -16.6% | -2.7% | -13.9% | -19.7% |
| All | -16.6% | -1.0% | -15.6% | -19.7% |
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