+851.5%
DE vs TXT
+107.7%
+743.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.5% |
| 7D | -2.6% | +2.5% | -5.0% | -3.8% |
| 30D | +9.0% | -8.9% | +17.9% | +13.9% |
| 3M | +19.1% | -13.6% | +32.7% | +27.4% |
| 6M | +14.4% | -13.1% | +27.5% | +21.9% |
| YTD | +45.9% | -7.0% | +53.0% | +49.7% |
| 1Y | +43.6% | -1.4% | +45.0% | +42.4% |
| 3Y | +75.9% | +7.0% | +68.9% | +63.7% |
| 5Y | +98.8% | +15.4% | +83.4% | +73.5% |
| All | +851.5% | +107.7% | +743.7% | +530.8% |
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