+18.8%
BX vs TXT
+13.4%
+5.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | -5.7% | +0.8% | -6.5% | -6.2% |
| 30D | -8.9% | -10.4% | +1.5% | -1.5% |
| 3M | +8.4% | -14.3% | +22.7% | +20.5% |
| 6M | +18.9% | -15.1% | +34.0% | +32.2% |
| YTD | -13.6% | -8.3% | -5.3% | -10.3% |
| 1Y | -22.4% | -0.7% | -21.7% | -24.6% |
| 3Y | +26.0% | +6.0% | +20.0% | +12.2% |
| 5Y | +18.8% | +12.5% | +6.3% | -1.4% |
| All | +18.8% | +13.4% | +5.4% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling