+18.6%
DIA vs TXT
-1.0%
+19.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.2% | -4.8% | +4.6% | +0.9% |
| 30D | -1.5% | -10.6% | +9.1% | +0.9% |
| 3M | +3.8% | -13.2% | +16.9% | +6.6% |
| 6M | +10.3% | -20.3% | +30.6% | +15.0% |
| YTD | +12.1% | -9.3% | +21.3% | +13.2% |
| 1Y | +18.6% | -2.7% | +21.3% | +18.0% |
| All | +18.6% | -1.0% | +19.6% | +18.0% |
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