-10.8%
DOW vs TXT
+53.4%
-64.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | -2.4% | -4.8% | +2.4% | +0.4% |
| 30D | +0.4% | -10.6% | +11.0% | +7.0% |
| 3M | -14.4% | -13.2% | -1.2% | -8.3% |
| 6M | -7.0% | -20.3% | +13.4% | +3.8% |
| YTD | +30.2% | -9.3% | +39.5% | +33.1% |
| 1Y | +29.2% | -2.7% | +31.9% | +25.9% |
| 3Y | -36.7% | +1.4% | -38.1% | -40.3% |
| 5Y | -37.7% | +9.6% | -47.2% | -45.7% |
| All | -10.8% | +53.4% | -64.2% | -42.7% |
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