+34.2%
DIS vs TXT
+112.2%
-78.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | +5.2% | -2.5% | +7.8% | +6.4% |
| 30D | +11.5% | +14.4% | -2.9% | +4.6% |
| 3M | +11.5% | -4.9% | +16.5% | +13.3% |
| 6M | +8.9% | -10.2% | +19.1% | +12.6% |
| YTD | +3.4% | -4.1% | +7.5% | +3.2% |
| 1Y | +7.2% | +4.0% | +3.2% | +3.0% |
| 3Y | +43.3% | +8.0% | +35.4% | +32.4% |
| 5Y | -31.4% | +8.4% | -39.9% | -37.9% |
| All | +34.2% | +112.2% | -78.0% | -13.2% |
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