+248.5%
DHR vs TXT
+90.9%
+157.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | +4.2% | +13.3% | -9.1% | +0.4% |
| 3M | +13.0% | -5.1% | +18.1% | +14.2% |
| 6M | +40.2% | -7.1% | +47.3% | +42.1% |
| YTD | +2.0% | -3.2% | +5.2% | +1.9% |
| 1Y | +6.6% | +2.3% | +4.3% | +4.8% |
| 3Y | +19.9% | +11.1% | +8.9% | +14.4% |
| 5Y | -11.7% | +10.0% | -21.8% | -16.8% |
| All | +248.5% | +90.9% | +157.6% | +193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling