+7.3%
DT vs TXT
+4.5%
+2.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -3.3% | -4.8% | +1.5% | -2.3% |
| 30D | +2.0% | -10.6% | +12.7% | +4.5% |
| 3M | +20.0% | -13.2% | +33.2% | +23.3% |
| 6M | +39.3% | -20.3% | +59.6% | +46.1% |
| YTD | +19.8% | -9.3% | +29.0% | +19.7% |
| 1Y | +4.3% | -2.7% | +7.0% | +1.4% |
| All | +7.3% | +4.5% | +2.9% | -1.2% |
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