+19,380.1%
DINO vs TXT
+2,070.1%
+17,310.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +5.7% | -4.8% | +10.5% | +7.5% |
| 30D | +27.8% | -10.6% | +38.4% | +32.9% |
| 3M | +45.6% | -13.2% | +58.8% | +52.2% |
| 6M | +88.5% | -20.3% | +108.8% | +101.9% |
| YTD | +134.1% | -9.3% | +143.4% | +138.9% |
| 1Y | +111.1% | -2.7% | +113.8% | +109.4% |
| 3Y | +109.1% | +1.4% | +107.7% | +103.7% |
| 5Y | +307.2% | +9.6% | +297.6% | +281.3% |
| 10Y | +495.9% | +94.9% | +401.0% | +356.4% |
| All | +19,380.1% | +2,070.1% | +17,310.1% | +10,506.2% |
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 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