+1,103.7%
DIA vs TXT
+305.3%
+798.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +0.9% | -1.1% | +2.0% | +1.2% |
| 30D | +1.1% | +17.1% | -16.0% | -3.8% |
| 3M | -2.9% | -2.6% | -0.2% | -2.5% |
| 6M | +5.9% | -4.6% | +10.4% | +6.6% |
| YTD | +9.8% | -0.3% | +10.1% | +8.6% |
| 1Y | +11.7% | +5.9% | +5.8% | +8.6% |
| 3Y | +59.5% | +14.4% | +45.2% | +49.7% |
| 5Y | +57.5% | +15.9% | +41.7% | +45.4% |
| 10Y | +235.9% | +99.6% | +136.3% | +149.6% |
| All | +1,103.7% | +305.3% | +798.4% | +441.8% |
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 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