-9.4%
DASH vs TXT
+11.0%
-20.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.8% | -8.4% |
| 7D | +0.5% | -2.5% | +3.1% | +2.1% |
| 30D | -7.1% | +12.8% | -19.9% | -13.7% |
| 3M | -13.2% | -3.6% | -9.6% | -11.6% |
| 6M | +8.3% | -6.9% | +15.2% | +11.1% |
| YTD | -20.6% | -2.2% | -18.4% | -23.0% |
| 1Y | -24.4% | +6.3% | -30.7% | -31.2% |
| 3Y | +94.5% | +10.3% | +84.3% | +58.4% |
| 5Y | -9.4% | +10.6% | -20.1% | -30.6% |
| All | -9.4% | +11.0% | -20.5% | -30.6% |
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