-1.4%
DOW vs TXT
+66.7%
-68.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +15.7% | +13.4% | +2.3% | +6.6% |
| 3M | +5.3% | -2.5% | +7.9% | +5.7% |
| 6M | -14.2% | -6.2% | -8.0% | -13.3% |
| YTD | +43.9% | -1.3% | +45.3% | +38.6% |
| 1Y | +53.1% | +4.3% | +48.7% | +42.3% |
| 3Y | -21.8% | +13.2% | -35.1% | -31.6% |
| 5Y | -28.3% | +12.4% | -40.7% | -38.8% |
| All | -1.4% | +66.7% | -68.1% | -40.3% |
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