+608.6%
DG vs TXT
+344.4%
+264.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.0% | -0.8% | -2.1% | -2.8% |
| 30D | +8.6% | +13.4% | -4.8% | +6.3% |
| 3M | +15.0% | -2.5% | +17.6% | +15.3% |
| 6M | +32.7% | -6.2% | +38.9% | +33.6% |
| YTD | +5.5% | -1.3% | +6.8% | +5.1% |
| 1Y | +34.6% | +4.3% | +30.3% | +32.8% |
| 3Y | +24.2% | +13.2% | +11.0% | +19.5% |
| 5Y | -32.3% | +12.4% | -44.6% | -35.4% |
| 10Y | +111.1% | +94.8% | +16.3% | +75.6% |
| All | +608.6% | +344.4% | +264.2% | +375.4% |
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 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