+63.1%
DD vs TXT
+12.6%
+50.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -7.4% | -11.1% | +3.6% | -1.0% |
| 3M | -6.4% | -13.0% | +6.6% | +0.7% |
| 6M | -2.5% | -16.2% | +13.7% | +7.2% |
| YTD | +10.2% | -8.7% | +19.0% | +14.5% |
| 1Y | +36.9% | -3.8% | +40.7% | +37.5% |
| 3Y | +47.0% | +5.5% | +41.5% | +33.8% |
| 5Y | +63.1% | +12.3% | +50.9% | +40.0% |
| All | +63.1% | +12.6% | +50.6% | +40.0% |
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