+607.9%
DG vs TXT
+348.9%
+259.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +5.2% | -1.1% | +6.3% | +5.4% |
| 30D | +7.9% | +17.1% | -9.1% | +5.1% |
| 3M | +12.7% | -2.6% | +15.4% | +13.0% |
| 6M | +22.4% | -4.6% | +27.0% | +22.9% |
| YTD | +5.4% | -0.3% | +5.7% | +4.8% |
| 1Y | +39.4% | +5.9% | +33.5% | +37.2% |
| 3Y | +24.1% | +14.4% | +9.7% | +19.2% |
| 5Y | -32.2% | +15.9% | -48.0% | -35.6% |
| 10Y | +111.8% | +99.6% | +12.2% | +75.4% |
| All | +607.9% | +348.9% | +259.0% | +374.2% |
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