+1,115.2%
DD vs TXT
+2,259.2%
-1,144.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +3.2% | -0.8% | +4.1% | +3.6% |
| 30D | +20.3% | +13.4% | +6.9% | +13.6% |
| 3M | +8.2% | -2.5% | +10.7% | +8.8% |
| 6M | +3.4% | -6.2% | +9.6% | +5.3% |
| YTD | +30.6% | -1.3% | +32.0% | +29.8% |
| 1Y | +30.6% | +4.3% | +26.3% | +26.7% |
| 3Y | +91.1% | +13.2% | +77.9% | +77.1% |
| 5Y | +68.6% | +12.4% | +56.2% | +55.8% |
| 10Y | +99.9% | +94.8% | +5.1% | +39.9% |
| All | +1,115.2% | +2,259.2% | -1,144.0% | +210.6% |
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