+98.2%
DE vs TXT
+13.4%
+84.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -3.0% | +0.8% | -3.9% | -3.4% |
| 30D | +11.1% | -10.4% | +21.6% | +16.9% |
| 3M | +17.6% | -14.3% | +31.9% | +25.9% |
| 6M | +13.6% | -15.1% | +28.7% | +22.0% |
| YTD | +46.3% | -8.3% | +54.6% | +50.8% |
| 1Y | +44.2% | -0.7% | +44.9% | +42.3% |
| 3Y | +76.6% | +6.0% | +70.6% | +64.1% |
| 5Y | +98.2% | +12.5% | +85.7% | +67.0% |
| All | +98.2% | +13.4% | +84.8% | +67.0% |
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