+10.3%
TXT vs BUD
+49.6%
-39.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +13.3% | +6.7% | +6.7% | +11.7% |
| 3M | -5.0% | +5.7% | -10.7% | -6.2% |
| 6M | -8.4% | +5.8% | -14.2% | -10.0% |
| YTD | -4.0% | +34.4% | -38.4% | -10.8% |
| 1Y | +2.8% | +33.3% | -30.5% | -4.4% |
| 3Y | +10.3% | +48.8% | -38.5% | -4.4% |
| All | +10.3% | +49.6% | -39.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling