+3.0%
BX vs TXT
+14.6%
-11.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.2% |
| 30D | +7.3% | +13.4% | -6.1% | -2.6% |
| 3M | -16.3% | -2.5% | -13.8% | -15.3% |
| 6M | +2.5% | -6.2% | +8.7% | +6.0% |
| YTD | -17.6% | -1.3% | -16.2% | -19.3% |
| 1Y | -12.4% | +4.3% | -16.7% | -18.2% |
| 3Y | +36.2% | +13.2% | +22.9% | +14.5% |
| 5Y | +3.0% | +12.4% | -9.4% | -16.4% |
| All | +3.0% | +14.6% | -11.6% | -16.4% |
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