+7.4%
DASH vs TXT
+10.4%
-3.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -10.6% | -4.8% | -5.8% | -7.9% |
| 30D | +2.2% | -10.6% | +12.8% | +9.1% |
| 3M | +32.3% | -13.2% | +45.5% | +42.2% |
| 6M | +19.1% | -20.3% | +39.5% | +34.2% |
| YTD | -6.5% | -9.3% | +2.7% | -4.9% |
| 1Y | -14.9% | -2.7% | -12.2% | -18.1% |
| 3Y | +151.9% | +1.4% | +150.6% | +118.4% |
| All | +7.4% | +10.4% | -3.0% | -15.9% |
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 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