+446.1%
DINO vs TXT
+98.8%
+347.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.2% |
| 30D | -17.2% | +13.4% | -30.6% | -23.9% |
| 3M | +18.9% | -2.5% | +21.5% | +19.5% |
| 6M | +40.6% | -6.2% | +46.8% | +42.8% |
| YTD | +125.9% | -1.3% | +127.3% | +118.9% |
| 1Y | +90.9% | +4.3% | +86.6% | +78.1% |
| 3Y | +113.4% | +13.2% | +100.1% | +84.2% |
| 5Y | +258.3% | +12.4% | +246.0% | +199.2% |
| 10Y | +446.1% | +94.8% | +351.4% | +187.2% |
| All | +446.1% | +98.8% | +347.3% | +187.2% |
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