+927.6%
DD vs TXT
+2,070.1%
-1,142.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -3.5% | -4.8% | +1.3% | -1.5% |
| 30D | -10.3% | -10.6% | +0.3% | -6.0% |
| 3M | -7.5% | -13.2% | +5.6% | -2.2% |
| 6M | -8.0% | -20.3% | +12.3% | +1.0% |
| YTD | +10.5% | -9.3% | +19.7% | +14.3% |
| 1Y | +38.3% | -2.7% | +41.0% | +38.7% |
| 3Y | +42.5% | +1.4% | +41.1% | +38.9% |
| 5Y | +60.2% | +9.6% | +50.6% | +50.5% |
| 10Y | +68.9% | +94.9% | -26.0% | +18.8% |
| All | +927.6% | +2,070.1% | -1,142.5% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling