+235.7%
DIA vs TXT
+89.4%
+146.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +1.5% | +13.3% | -11.9% | -3.6% |
| 3M | -2.4% | -5.0% | +2.5% | -1.0% |
| 6M | +6.0% | -8.4% | +14.4% | +8.5% |
| YTD | +10.1% | -4.0% | +14.0% | +10.0% |
| 1Y | +11.8% | +2.8% | +9.0% | +8.8% |
| 3Y | +59.7% | +10.3% | +49.4% | +48.3% |
| 5Y | +57.9% | +9.2% | +48.7% | +44.1% |
| All | +235.7% | +89.4% | +146.3% | +130.8% |
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