+4.6%
TXT vs BNS
+129.0%
-124.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.8% |
| 30D | -10.2% | +4.5% | -14.7% | -12.2% |
| 3M | -13.3% | +14.9% | -28.2% | -19.3% |
| 6M | -14.4% | +32.5% | -46.8% | -25.7% |
| YTD | -9.1% | +28.6% | -37.7% | -20.1% |
| 1Y | -2.2% | +48.4% | -50.5% | -19.8% |
| All | +4.6% | +129.0% | -124.4% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling