+25.1%
BX vs TXT
+5.5%
+19.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | -5.7% | +0.8% | -6.5% | -6.2% |
| 30D | -8.9% | -10.4% | +1.5% | -2.5% |
| 3M | +8.4% | -14.3% | +22.7% | +18.8% |
| 6M | +18.9% | -15.1% | +34.0% | +30.5% |
| YTD | -13.6% | -8.3% | -5.3% | -10.9% |
| 1Y | -22.4% | -0.7% | -21.7% | -24.7% |
| All | +25.1% | +5.5% | +19.6% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling