+12.8%
TXT vs BG
+88.4%
-75.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -0.2% | +3.7% | -3.9% | -1.3% |
| 30D | -10.2% | +12.3% | -22.6% | -13.3% |
| 3M | -13.3% | -2.2% | -11.1% | -13.0% |
| 6M | -14.4% | +5.3% | -19.7% | -16.4% |
| YTD | -9.1% | +42.4% | -51.5% | -19.5% |
| 1Y | -2.2% | +55.2% | -57.4% | -16.4% |
| 3Y | +5.1% | +21.0% | -15.9% | -4.1% |
| 5Y | +12.8% | +87.1% | -74.3% | -16.4% |
| All | +12.8% | +88.4% | -75.6% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling