+17.9%
DG vs TXT
-1.4%
+19.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | +2.4% | -10.2% | +12.6% | +3.6% |
| 3M | +12.4% | -13.3% | +25.7% | +13.8% |
| 6M | -14.9% | -14.4% | -0.6% | -13.8% |
| YTD | -6.1% | -9.1% | +3.1% | -5.9% |
| 1Y | +17.9% | -2.2% | +20.0% | +15.8% |
| All | +17.9% | -1.4% | +19.3% | +15.8% |
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