+36.6%
DIS vs TXT
+115.3%
-78.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.0% |
| 7D | +5.3% | -3.5% | +8.8% | +7.0% |
| 30D | +10.2% | +15.2% | -4.9% | +3.1% |
| 3M | +13.5% | -4.5% | +18.0% | +15.2% |
| 6M | +11.1% | -6.1% | +17.2% | +12.7% |
| YTD | +5.5% | -2.0% | +7.5% | +4.3% |
| 1Y | +9.1% | +4.2% | +4.9% | +4.8% |
| 3Y | +36.0% | +14.4% | +21.6% | +22.4% |
| 5Y | -29.8% | +12.3% | -42.2% | -37.4% |
| 10Y | +36.6% | +101.8% | -65.2% | -12.0% |
| All | +36.6% | +115.3% | -78.7% | -12.0% |
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