+635.8%
BX vs TXT
+89.4%
+546.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +14.2% | +13.3% | +0.9% | +5.7% |
| 3M | -18.7% | -5.0% | -13.8% | -16.7% |
| 6M | +2.5% | -8.4% | +10.9% | +6.9% |
| YTD | -18.8% | -4.0% | -14.8% | -18.4% |
| 1Y | -10.3% | +2.8% | -13.1% | -13.6% |
| 3Y | +35.4% | +10.3% | +25.1% | +24.1% |
| 5Y | +0.3% | +9.2% | -8.9% | -7.7% |
| All | +635.8% | +89.4% | +546.4% | +349.2% |
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 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