+324.6%
DINO vs TXT
+12.6%
+312.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | +33.9% | -11.1% | +44.9% | +40.8% |
| 3M | +50.5% | -13.0% | +63.5% | +58.8% |
| 6M | +95.2% | -16.2% | +111.4% | +108.1% |
| YTD | +140.6% | -8.7% | +149.3% | +144.4% |
| 1Y | +119.0% | -3.8% | +122.7% | +115.3% |
| 3Y | +100.4% | +5.5% | +94.9% | +84.3% |
| 5Y | +324.6% | +12.3% | +312.3% | +264.6% |
| All | +324.6% | +12.6% | +312.0% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling