+56.9%
DLR vs TXT
+4.5%
+52.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.6% | -4.8% | +6.4% | +2.9% |
| 30D | -3.4% | -10.6% | +7.3% | -0.3% |
| 3M | +0.5% | -13.2% | +13.7% | +4.3% |
| 6M | +4.6% | -20.3% | +24.9% | +10.9% |
| YTD | +23.4% | -9.3% | +32.7% | +26.0% |
| 1Y | +19.0% | -2.7% | +21.7% | +19.1% |
| All | +56.9% | +4.5% | +52.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling