+181.2%
DLR vs TXT
+89.4%
+91.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +4.6% | +13.3% | -8.8% | +1.3% |
| 3M | -8.3% | -5.0% | -3.3% | -7.4% |
| 6M | -5.6% | -8.4% | +2.8% | -4.0% |
| YTD | +18.7% | -4.0% | +22.7% | +19.1% |
| 1Y | +17.1% | +2.8% | +14.3% | +15.5% |
| 3Y | +54.4% | +10.3% | +44.1% | +47.8% |
| 5Y | +36.5% | +9.2% | +27.3% | +29.2% |
| All | +181.2% | +89.4% | +91.8% | +121.9% |
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 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