+6,541.0%
DOV vs TXT
+2,244.6%
+4,296.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.2% | +3.6% |
| 7D | -1.4% | -3.5% | +2.2% | +0.1% |
| 30D | +12.8% | +15.2% | -2.4% | +6.1% |
| 3M | +1.1% | -4.5% | +5.6% | +2.6% |
| 6M | -2.6% | -6.1% | +3.5% | -0.8% |
| YTD | +9.9% | -2.0% | +11.8% | +9.7% |
| 1Y | +19.3% | +4.2% | +15.1% | +16.2% |
| 3Y | +68.4% | +14.4% | +54.0% | +56.2% |
| 5Y | +29.1% | +12.3% | +16.8% | +19.7% |
| 10Y | +340.2% | +101.8% | +238.3% | +203.7% |
| All | +6,541.0% | +2,244.6% | +4,296.3% | +1,713.4% |
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