+32.9%
DIS vs TXT
+98.8%
-65.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +10.3% | +13.4% | -3.1% | +3.9% |
| 3M | +15.6% | -2.5% | +18.1% | +16.2% |
| 6M | +15.1% | -6.2% | +21.3% | +16.8% |
| YTD | +6.0% | -1.3% | +7.3% | +4.4% |
| 1Y | +5.7% | +4.3% | +1.4% | +1.4% |
| 3Y | +39.8% | +13.2% | +26.6% | +26.5% |
| 5Y | -23.9% | +12.4% | -36.3% | -32.1% |
| 10Y | +32.9% | +94.8% | -61.8% | -14.2% |
| All | +32.9% | +98.8% | -65.9% | -14.2% |
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