-99.9%
DFNS vs TXT
+136.3%
-236.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.4% |
| 7D | -16.0% | -4.8% | -11.2% | -18.5% |
| 30D | -77.7% | -10.6% | -67.1% | -79.2% |
| 3M | -77.2% | -13.2% | -64.0% | -79.1% |
| 6M | -95.2% | -20.3% | -74.8% | -95.8% |
| YTD | -98.0% | -9.3% | -88.7% | -98.1% |
| 1Y | -98.3% | -2.7% | -95.6% | -98.3% |
| 3Y | -99.9% | +1.4% | -101.3% | -99.9% |
| 5Y | -99.9% | +9.6% | -109.4% | -99.9% |
| All | -99.9% | +136.3% | -236.1% | -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 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