-14.5%
BX vs TXT
+2.5%
-17.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | +8.8% | +13.3% | -4.4% | +3.4% |
| 3M | -18.3% | -5.1% | -13.1% | -17.0% |
| 6M | -1.5% | -7.1% | +5.6% | +0.4% |
| YTD | -19.9% | -3.2% | -16.7% | -19.3% |
| 1Y | -14.5% | +2.3% | -16.8% | -16.1% |
| All | -14.5% | +2.5% | -17.0% | -16.1% |
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