+1,458.7%
DIS vs TXT
+2,070.1%
-611.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | -4.8% | +2.2% | -1.0% |
| 30D | +3.5% | -10.6% | +14.1% | +7.4% |
| 3M | +6.8% | -13.2% | +20.0% | +11.5% |
| 6M | +3.0% | -20.3% | +23.3% | +10.5% |
| YTD | -6.7% | -9.3% | +2.5% | -4.5% |
| 1Y | -10.1% | -2.7% | -7.4% | -10.3% |
| 3Y | +33.0% | +1.4% | +31.7% | +29.5% |
| 5Y | -40.0% | +9.6% | -49.5% | -43.5% |
| 10Y | +21.1% | +94.9% | -73.8% | -11.1% |
| All | +1,458.7% | +2,070.1% | -611.3% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling