+66.5%
DD vs TXT
+100.3%
-33.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -3.8% | +0.8% | -4.6% | -4.2% |
| 30D | -9.2% | -10.4% | +1.2% | -3.6% |
| 3M | -9.0% | -14.3% | +5.4% | -1.4% |
| 6M | -5.0% | -15.1% | +10.1% | +3.3% |
| YTD | +7.4% | -8.3% | +15.7% | +11.3% |
| 1Y | +35.1% | -0.7% | +35.8% | +33.7% |
| 3Y | +43.2% | +6.0% | +37.2% | +33.5% |
| 5Y | +59.6% | +12.5% | +47.1% | +42.0% |
| 10Y | +66.5% | +103.2% | -36.7% | +8.1% |
| All | +66.5% | +100.3% | -33.8% | +8.1% |
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