+10.4%
TXT vs BUD
+48.8%
-38.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -2.5% | +4.5% | -7.0% | -4.0% |
| 30D | +14.4% | +12.5% | +1.9% | +9.7% |
| 3M | -4.9% | 0.0% | -4.9% | -5.2% |
| 6M | -10.2% | +3.8% | -14.0% | -12.0% |
| YTD | -4.1% | +33.1% | -37.2% | -14.3% |
| 1Y | +4.0% | +35.5% | -31.5% | -7.8% |
| 3Y | +8.0% | +49.4% | -41.4% | -10.3% |
| All | +10.4% | +48.8% | -38.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling