-100.0%
DFNS vs TXT
+10.4%
-110.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -6.5% |
| 7D | -6.0% | +0.1% | -6.1% | -6.4% |
| 30D | -71.2% | +13.3% | -84.5% | -65.9% |
| 3M | -94.5% | -5.0% | -89.6% | -95.1% |
| 6M | -96.5% | -8.4% | -88.1% | -97.1% |
| YTD | -99.6% | -4.0% | -95.7% | -99.7% |
| 1Y | -99.7% | +2.8% | -102.5% | -99.7% |
| 3Y | -100.0% | +10.3% | -110.3% | -100.0% |
| All | -100.0% | +10.4% | -110.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling