+246.2%
DIA vs TXT
+98.4%
+147.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -2.1% | -11.1% | +9.0% | +2.3% |
| 3M | +4.2% | -13.0% | +17.1% | +9.3% |
| 6M | +11.9% | -16.2% | +28.1% | +18.8% |
| YTD | +10.8% | -8.7% | +19.5% | +13.4% |
| 1Y | +17.5% | -3.8% | +21.3% | +17.6% |
| 3Y | +59.9% | +5.5% | +54.4% | +51.5% |
| 5Y | +64.1% | +12.3% | +51.8% | +48.6% |
| 10Y | +246.2% | +97.4% | +148.8% | +134.0% |
| All | +246.2% | +98.4% | +147.8% | +134.0% |
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 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