+583.4%
DG vs TXT
+308.8%
+274.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.4% | -4.8% | +13.2% | +9.2% |
| 30D | +4.9% | -10.6% | +15.6% | +6.8% |
| 3M | +29.3% | -13.2% | +42.5% | +32.1% |
| 6M | -11.3% | -20.3% | +9.1% | -8.2% |
| YTD | +1.8% | -9.3% | +11.0% | +2.9% |
| 1Y | +25.3% | -2.7% | +28.0% | +25.1% |
| 3Y | +9.1% | +1.4% | +7.7% | +7.0% |
| 5Y | -34.9% | +9.6% | -44.4% | -37.6% |
| 10Y | +108.2% | +94.9% | +13.3% | +73.0% |
| All | +583.4% | +308.8% | +274.6% | +365.4% |
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