+107.4%
DE vs TXT
+14.6%
+92.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +9.3% | +13.4% | -4.1% | +2.7% |
| 3M | +12.2% | -2.5% | +14.8% | +12.9% |
| 6M | +18.1% | -6.2% | +24.3% | +20.4% |
| YTD | +49.8% | -1.3% | +51.1% | +48.4% |
| 1Y | +46.4% | +4.3% | +42.1% | +41.0% |
| 3Y | +92.5% | +13.2% | +79.3% | +72.7% |
| 5Y | +107.4% | +12.4% | +95.0% | +77.2% |
| All | +107.4% | +14.6% | +92.8% | +77.2% |
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