-31.9%
DIS vs TXT
+7.8%
-39.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | +11.5% | -4.9% | +16.5% | +13.5% |
| 6M | +8.9% | -10.2% | +19.1% | +12.9% |
| YTD | +3.4% | -4.1% | +7.5% | +2.9% |
| 1Y | +7.2% | +4.0% | +3.2% | +2.3% |
| 3Y | +43.3% | +8.0% | +35.4% | +28.8% |
| All | -31.9% | +7.8% | -39.7% | -42.5% |
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