+625.7%
BX vs TXT
+90.9%
+534.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.4% |
| 30D | +8.8% | +13.3% | -4.4% | +0.8% |
| 3M | -18.3% | -5.1% | -13.1% | -16.1% |
| 6M | -1.5% | -7.1% | +5.6% | +1.9% |
| YTD | -19.9% | -3.2% | -16.7% | -19.9% |
| 1Y | -14.5% | +2.3% | -16.8% | -17.4% |
| 3Y | +32.3% | +11.1% | +21.2% | +20.8% |
| 5Y | -1.1% | +10.0% | -11.1% | -9.4% |
| All | +625.7% | +90.9% | +534.8% | +341.0% |
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