-3.6%
TXT vs BG
+55.7%
-59.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.9% |
| 7D | -0.2% | +3.7% | -3.9% | -0.5% |
| 30D | -10.2% | +12.3% | -22.6% | -11.0% |
| 3M | -13.3% | -2.2% | -11.1% | -13.4% |
| 6M | -14.4% | +5.3% | -19.7% | -14.9% |
| YTD | -9.1% | +42.4% | -51.5% | -11.3% |
| All | -3.6% | +55.7% | -59.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling