+1,081.8%
DIA vs TXT
+290.0%
+791.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -0.9% | -2.5% | +1.6% | -0.2% |
| 30D | +0.3% | +14.4% | -14.1% | -4.0% |
| 3M | -4.5% | -4.9% | +0.4% | -3.5% |
| 6M | +3.4% | -10.2% | +13.6% | +5.9% |
| YTD | +7.8% | -4.1% | +11.9% | +7.9% |
| 1Y | +10.7% | +4.0% | +6.8% | +8.2% |
| 3Y | +57.5% | +8.0% | +49.6% | +50.4% |
| 5Y | +53.7% | +8.4% | +45.3% | +44.7% |
| 10Y | +247.2% | +116.6% | +130.6% | +152.4% |
| All | +1,081.8% | +290.0% | +791.8% | +438.0% |
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 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