+3,595.6%
DLR vs TXT
+161.8%
+3,433.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.6% | -4.8% | +6.4% | +3.1% |
| 30D | -3.4% | -10.6% | +7.3% | 0.0% |
| 3M | +0.5% | -13.2% | +13.7% | +4.7% |
| 6M | +4.6% | -20.3% | +24.9% | +11.6% |
| YTD | +23.4% | -9.3% | +32.7% | +26.3% |
| 1Y | +19.0% | -2.7% | +21.7% | +19.0% |
| 3Y | +56.5% | +1.4% | +55.1% | +52.1% |
| 5Y | +33.3% | +9.6% | +23.8% | +24.5% |
| 10Y | +165.1% | +94.9% | +70.2% | +84.9% |
| All | +3,595.6% | +161.8% | +3,433.9% | +1,911.7% |
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