+14.9%
DG vs TXT
+4.5%
+10.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | -4.8% | +13.2% | +8.8% |
| 30D | +4.9% | -10.6% | +15.6% | +6.0% |
| 3M | +29.3% | -13.2% | +42.5% | +30.8% |
| 6M | -11.3% | -20.3% | +9.1% | -9.6% |
| YTD | +1.8% | -9.3% | +11.0% | +2.3% |
| 1Y | +25.3% | -2.7% | +28.0% | +25.2% |
| All | +14.9% | +4.5% | +10.4% | +12.4% |
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