-1.4%
TXT vs BNS
+49.3%
-50.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | -8.9% | +3.5% | -12.3% | -10.1% |
| 3M | -13.6% | +14.1% | -27.6% | -19.5% |
| 6M | -13.1% | +33.8% | -46.9% | -26.1% |
| YTD | -7.0% | +29.5% | -36.5% | -19.7% |
| 1Y | -1.4% | +48.4% | -49.8% | -20.3% |
| All | -1.4% | +49.3% | -50.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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