+12.5%
TXT vs BNS
+93.4%
-80.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +0.8% | -1.3% | +2.1% | +1.6% |
| 30D | -10.4% | +4.0% | -14.4% | -12.8% |
| 3M | -14.3% | +13.8% | -28.1% | -21.5% |
| 6M | -15.1% | +32.7% | -47.8% | -29.4% |
| YTD | -8.3% | +27.6% | -35.9% | -22.0% |
| 1Y | -0.7% | +47.4% | -48.1% | -23.0% |
| 3Y | +6.0% | +129.0% | -123.0% | -39.5% |
| 5Y | +12.5% | +92.7% | -80.2% | -25.6% |
| All | +12.5% | +93.4% | -80.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling