+61.7%
DD vs TXT
+7.8%
+53.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.2% |
| 7D | +4.6% | -2.5% | +7.1% | +6.0% |
| 30D | +11.8% | +14.4% | -2.6% | +2.9% |
| 3M | +2.2% | -4.9% | +7.1% | +4.4% |
| 6M | -1.6% | -10.2% | +8.6% | +3.4% |
| YTD | +23.0% | -4.1% | +27.1% | +23.3% |
| 1Y | +26.9% | +4.0% | +23.0% | +21.1% |
| 3Y | +77.9% | +8.0% | +69.9% | +59.3% |
| All | +61.7% | +7.8% | +53.9% | +38.1% |
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 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