-37.9%
DG vs TXT
+12.6%
-50.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -2.5% | -0.2% | -2.2% | -2.4% |
| 30D | +1.0% | -11.1% | +12.1% | +3.2% |
| 3M | +20.3% | -13.0% | +33.3% | +23.1% |
| 6M | -11.7% | -16.2% | +4.5% | -9.1% |
| YTD | -2.3% | -8.7% | +6.4% | -1.4% |
| 1Y | +20.0% | -3.8% | +23.8% | +19.8% |
| 3Y | +7.2% | +5.5% | +1.7% | +2.9% |
| 5Y | -37.9% | +12.3% | -50.2% | -42.4% |
| All | -37.9% | +12.6% | -50.5% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling