+105.8%
DAL vs TXT
+10.4%
+95.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +0.1% | -4.8% | +4.9% | +3.8% |
| 30D | -13.9% | -10.6% | -3.3% | -6.6% |
| 3M | +1.1% | -13.2% | +14.3% | +11.2% |
| 6M | +26.2% | -20.3% | +46.6% | +47.8% |
| YTD | +16.4% | -9.3% | +25.7% | +22.4% |
| 1Y | +33.9% | -2.7% | +36.5% | +33.1% |
| 3Y | +93.4% | +1.4% | +92.0% | +78.1% |
| All | +105.8% | +10.4% | +95.4% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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