-100.0%
DFNS vs TXT
+152.0%
-252.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.9% | -17.5% | -20.4% |
| 7D | -12.7% | -1.1% | -11.6% | -13.5% |
| 30D | -65.2% | +13.3% | -78.5% | -62.6% |
| 3M | -94.6% | -5.1% | -89.4% | -94.8% |
| 6M | -96.2% | -7.1% | -89.1% | -96.4% |
| YTD | -99.6% | -3.2% | -96.4% | -99.6% |
| 1Y | -99.7% | +2.3% | -102.0% | -99.7% |
| 3Y | -100.0% | +11.1% | -111.1% | -100.0% |
| 5Y | -100.0% | +10.0% | -110.0% | -100.0% |
| All | -100.0% | +152.0% | -252.0% | -100.0% |
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 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