-100.0%
DFNS vs TXT
+149.7%
-249.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.0% | -10.2% | -13.3% |
| 7D | -44.0% | -2.5% | -41.5% | -45.0% |
| 30D | -69.1% | +14.4% | -83.5% | -66.5% |
| 3M | -95.6% | -4.9% | -90.7% | -95.8% |
| 6M | -96.2% | -10.2% | -86.0% | -96.4% |
| YTD | -99.6% | -4.1% | -95.5% | -99.6% |
| 1Y | -99.7% | +4.0% | -103.7% | -99.7% |
| 3Y | -100.0% | +8.0% | -107.9% | -100.0% |
| 5Y | -100.0% | +8.4% | -108.4% | -100.0% |
| All | -100.0% | +149.7% | -249.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling