+30.4%
DGX vs TXT
0.0%
+30.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.3% |
| 30D | -1.2% | -8.9% | +7.7% | +0.3% |
| 3M | +15.8% | -13.6% | +29.4% | +18.1% |
| 6M | +18.2% | -13.1% | +31.3% | +20.2% |
| YTD | +37.2% | -7.0% | +44.2% | +39.3% |
| 1Y | +30.4% | -1.4% | +31.8% | +32.7% |
| All | +30.4% | 0.0% | +30.4% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling