-8.9%
DASH vs TXT
+75.4%
-84.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.1% |
| 7D | -4.1% | -1.1% | -3.0% | -3.5% |
| 30D | -10.6% | +13.3% | -23.9% | -16.7% |
| 3M | -18.8% | -5.1% | -13.7% | -16.7% |
| 6M | +11.2% | -7.1% | +18.3% | +14.0% |
| YTD | -23.8% | -3.2% | -20.6% | -25.4% |
| 1Y | -12.2% | +2.3% | -14.5% | -17.2% |
| 3Y | +97.3% | +11.1% | +86.2% | +65.4% |
| 5Y | -29.8% | +10.0% | -39.9% | -43.2% |
| All | -8.9% | +75.4% | -84.3% | -41.1% |
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