+176.7%
DLR vs TXT
+100.3%
+76.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | -1.2% | -10.4% | +9.3% | +1.4% |
| 3M | +2.9% | -14.3% | +17.3% | +6.6% |
| 6M | +6.7% | -15.1% | +21.8% | +10.6% |
| YTD | +23.9% | -8.3% | +32.2% | +25.9% |
| 1Y | +18.6% | -0.7% | +19.3% | +18.2% |
| 3Y | +59.7% | +6.0% | +53.7% | +54.7% |
| 5Y | +42.1% | +12.5% | +29.5% | +34.2% |
| 10Y | +176.7% | +103.2% | +73.5% | +104.8% |
| All | +176.7% | +100.3% | +76.4% | +104.8% |
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