-5.9%
DASH vs TXT
+78.8%
-84.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -10.2% | -0.8% | -9.4% | -9.8% |
| 30D | -8.2% | +13.4% | -21.6% | -14.5% |
| 3M | -15.9% | -2.5% | -13.4% | -15.0% |
| 6M | +13.3% | -6.2% | +19.5% | +15.6% |
| YTD | -21.3% | -1.3% | -19.9% | -23.7% |
| 1Y | -11.1% | +4.3% | -15.5% | -17.2% |
| 3Y | +103.8% | +13.2% | +90.6% | +69.1% |
| 5Y | -21.6% | +12.4% | -34.0% | -37.2% |
| All | -5.9% | +78.8% | -84.7% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling