+61,719.3%
DHR vs TXT
+2,196.3%
+59,522.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +3.7% | +13.3% | -9.6% | -0.2% |
| 3M | +14.5% | -5.0% | +19.5% | +15.6% |
| 6M | +40.9% | -8.4% | +49.3% | +43.5% |
| YTD | +2.4% | -4.0% | +6.4% | +2.5% |
| 1Y | +6.1% | +2.8% | +3.3% | +4.2% |
| 3Y | +21.0% | +10.3% | +10.7% | +15.7% |
| 5Y | -11.4% | +9.2% | -20.6% | -16.1% |
| 10Y | +241.8% | +89.6% | +152.2% | +154.8% |
| All | +61,719.3% | +2,196.3% | +59,522.9% | +16,107.9% |
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