+967.7%
BX vs TXT
+51.2%
+916.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.4% | -4.8% | +0.4% | -2.2% |
| 30D | +0.1% | -10.6% | +10.7% | +5.4% |
| 3M | +16.0% | -13.2% | +29.2% | +23.7% |
| 6M | +21.6% | -20.3% | +42.0% | +34.5% |
| YTD | -8.9% | -9.3% | +0.4% | -5.6% |
| 1Y | -16.6% | -2.7% | -13.9% | -16.5% |
| 3Y | +43.3% | +1.4% | +42.0% | +40.6% |
| 5Y | +25.7% | +9.6% | +16.1% | +20.0% |
| 10Y | +689.5% | +94.9% | +594.6% | +439.9% |
| All | +967.7% | +51.2% | +916.5% | +586.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling