+489.2%
DINO vs TXT
+100.3%
+388.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +2.0% | +0.8% | +1.1% | +1.5% |
| 30D | +27.7% | -10.4% | +38.1% | +36.4% |
| 3M | +56.3% | -14.3% | +70.6% | +70.0% |
| 6M | +107.6% | -15.1% | +122.7% | +124.1% |
| YTD | +140.2% | -8.3% | +148.5% | +145.6% |
| 1Y | +113.0% | -0.7% | +113.7% | +105.4% |
| 3Y | +100.1% | +6.0% | +94.1% | +80.8% |
| 5Y | +328.7% | +12.5% | +316.2% | +257.1% |
| 10Y | +489.2% | +103.2% | +386.0% | +160.2% |
| All | +489.2% | +100.3% | +388.9% | +160.2% |
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