+432.4%
DINO vs TXT
+89.4%
+342.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | +5.7% | +0.1% | +5.6% | +5.5% |
| 30D | -19.6% | +13.3% | -32.9% | -26.0% |
| 3M | +11.8% | -5.0% | +16.8% | +14.1% |
| 6M | +49.0% | -8.4% | +57.4% | +53.4% |
| YTD | +128.1% | -4.0% | +132.1% | +124.5% |
| 1Y | +96.3% | +2.8% | +93.5% | +84.6% |
| 3Y | +113.8% | +10.3% | +103.5% | +87.5% |
| 5Y | +252.7% | +9.2% | +243.5% | +199.6% |
| All | +432.4% | +89.4% | +342.9% | +186.0% |
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