-2.7%
TXT vs BUD
+36.8%
-39.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | -10.6% | -5.7% | -4.9% | -9.3% |
| 3M | -13.2% | +3.1% | -16.3% | -14.7% |
| 6M | -20.3% | +7.9% | -28.2% | -23.6% |
| YTD | -9.3% | +27.3% | -36.6% | -16.4% |
| 1Y | -2.7% | +37.8% | -40.5% | -9.1% |
| All | -2.7% | +36.8% | -39.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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