-23.9%
DIS vs TXT
+14.6%
-38.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | +15.6% | -2.5% | +18.1% | +16.4% |
| 6M | +15.1% | -6.2% | +21.3% | +17.0% |
| YTD | +6.0% | -1.3% | +7.3% | +4.1% |
| 1Y | +5.7% | +4.3% | +1.4% | +0.8% |
| 3Y | +39.8% | +13.2% | +26.6% | +22.6% |
| 5Y | -23.9% | +12.4% | -36.3% | -35.4% |
| All | -23.9% | +14.6% | -38.5% | -35.4% |
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