-99.9%
DFNS vs TXT
+137.7%
-237.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.6% |
| 30D | -73.2% | -11.1% | -62.2% | -75.2% |
| 3M | -72.4% | -13.0% | -59.5% | -74.7% |
| 6M | -95.2% | -16.2% | -79.0% | -95.7% |
| YTD | -98.0% | -8.7% | -89.3% | -98.1% |
| 1Y | -98.3% | -3.8% | -94.5% | -98.3% |
| 3Y | -99.9% | +5.5% | -105.4% | -99.9% |
| 5Y | -99.9% | +12.3% | -112.2% | -99.9% |
| All | -99.9% | +137.7% | -237.6% | -99.9% |
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