+14,609.3%
DE vs TXT
+2,070.1%
+12,539.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +10.0% | -4.8% | +14.8% | +12.1% |
| 30D | +13.3% | -10.6% | +23.9% | +18.4% |
| 3M | +17.5% | -13.2% | +30.7% | +23.9% |
| 6M | +13.6% | -20.3% | +33.9% | +24.0% |
| YTD | +49.8% | -9.3% | +59.0% | +54.7% |
| 1Y | +47.9% | -2.7% | +50.6% | +48.0% |
| 3Y | +72.5% | +1.4% | +71.2% | +67.7% |
| 5Y | +90.2% | +9.6% | +80.7% | +76.7% |
| 10Y | +865.4% | +94.9% | +770.5% | +576.8% |
| All | +14,609.3% | +2,070.1% | +12,539.2% | +3,245.3% |
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