+97.4%
TXT vs BUD
-23.5%
+120.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | -11.1% | -4.8% | -6.2% | -9.0% |
| 3M | -13.0% | +1.4% | -14.3% | -14.1% |
| 6M | -16.2% | +9.9% | -26.1% | -20.8% |
| YTD | -8.7% | +26.3% | -35.1% | -19.5% |
| 1Y | -3.8% | +36.1% | -39.9% | -18.5% |
| 3Y | +5.5% | +48.6% | -43.1% | -17.6% |
| 5Y | +12.3% | +45.0% | -32.7% | -13.7% |
| 10Y | +97.4% | -23.1% | +120.5% | +57.7% |
| All | +97.4% | -23.5% | +120.9% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling