+39.6%
TXT vs BBAI
-71.7%
+111.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.5% |
| 7D | +0.8% | -4.1% | +4.9% | +0.9% |
| 30D | -10.4% | -12.4% | +1.9% | -10.3% |
| 3M | -14.3% | -29.1% | +14.7% | -14.1% |
| 6M | -15.1% | -32.6% | +17.5% | -14.8% |
| YTD | -8.3% | -47.6% | +39.3% | -7.9% |
| 1Y | -0.7% | -41.0% | +40.3% | -0.5% |
| 3Y | +6.0% | +67.5% | -61.5% | +4.4% |
| 5Y | +12.5% | -71.3% | +83.8% | +8.7% |
| All | +39.6% | -71.7% | +111.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling