-98.3%
DFNS vs TXT
-2.3%
-96.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.6% |
| 7D | +0.8% | -0.2% | +1.0% | +0.7% |
| 30D | -73.2% | -11.1% | -62.2% | -74.8% |
| 3M | -72.4% | -13.0% | -59.5% | -75.7% |
| 6M | -95.2% | -16.2% | -79.0% | -95.6% |
| YTD | -98.0% | -8.7% | -89.3% | -98.3% |
| 1Y | -98.3% | -3.8% | -94.5% | -98.6% |
| All | -98.3% | -2.3% | -96.0% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling