+98.2%
DD vs TXT
+89.4%
+8.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +19.7% | +13.3% | +6.3% | +11.1% |
| 3M | +7.2% | -5.0% | +12.1% | +9.5% |
| 6M | +1.0% | -8.4% | +9.5% | +4.7% |
| YTD | +29.1% | -4.0% | +33.1% | +29.5% |
| 1Y | +28.5% | +2.8% | +25.7% | +24.0% |
| 3Y | +89.4% | +10.3% | +79.2% | +71.7% |
| 5Y | +67.1% | +9.2% | +58.0% | +49.8% |
| All | +98.2% | +89.4% | +8.8% | +25.7% |
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