+2,876.0%
DELL vs TXT
+90.9%
+2,785.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | +17.1% | -1.1% | +18.2% | +17.6% |
| 30D | -35.1% | +13.3% | -48.3% | -39.2% |
| 3M | -23.3% | -5.1% | -18.2% | -21.9% |
| 6M | +55.8% | -7.1% | +62.9% | +60.2% |
| YTD | +198.0% | -3.2% | +201.2% | +198.4% |
| 1Y | +166.6% | +2.3% | +164.3% | +159.9% |
| 3Y | +427.6% | +11.1% | +416.6% | +387.9% |
| 5Y | +630.6% | +10.0% | +620.6% | +568.9% |
| All | +2,876.0% | +90.9% | +2,785.1% | +2,110.5% |
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