+4,150.0%
DELL vs TXT
+104.8%
+4,045.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +8.7% | +0.8% | +7.9% | +8.3% |
| 30D | +16.9% | -10.4% | +27.3% | +23.0% |
| 3M | +40.4% | -14.3% | +54.8% | +51.0% |
| 6M | +267.1% | -15.1% | +282.2% | +295.2% |
| YTD | +329.1% | -8.3% | +337.4% | +343.2% |
| 1Y | +346.9% | -0.7% | +347.6% | +343.7% |
| 3Y | +696.6% | +6.0% | +690.7% | +656.4% |
| 5Y | +1,106.2% | +12.5% | +1,093.7% | +1,004.7% |
| All | +4,150.0% | +104.8% | +4,045.2% | +2,956.9% |
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