+9,431.7%
DGX vs TXT
+392.4%
+9,039.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.2% | -11.1% | +9.9% | +0.9% |
| 3M | +19.9% | -13.0% | +32.9% | +22.8% |
| 6M | +19.2% | -16.2% | +35.4% | +22.8% |
| YTD | +37.5% | -8.7% | +46.2% | +39.2% |
| 1Y | +31.3% | -3.8% | +35.1% | +31.5% |
| 3Y | +96.6% | +5.5% | +91.1% | +91.6% |
| 5Y | +64.3% | +12.3% | +52.0% | +56.5% |
| 10Y | +241.1% | +97.4% | +143.7% | +178.7% |
| All | +9,431.7% | +392.4% | +9,039.4% | +4,400.7% |
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 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