-34.6%
DOW vs TXT
+5.7%
-40.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +2.0% | -11.1% | +13.0% | +7.9% |
| 3M | -12.5% | -13.0% | +0.5% | -7.5% |
| 6M | -9.2% | -16.2% | +7.0% | -2.6% |
| YTD | +30.8% | -8.7% | +39.5% | +30.7% |
| 1Y | +29.4% | -3.8% | +33.2% | +23.9% |
| 3Y | -34.6% | +5.5% | -40.1% | -42.6% |
| All | -34.6% | +5.7% | -40.2% | -42.6% |
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