-28.1%
DT vs TXT
+12.6%
-40.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | +2.7% | -11.1% | +13.8% | +8.0% |
| 3M | +20.0% | -13.0% | +33.0% | +26.7% |
| 6M | +28.0% | -16.2% | +44.2% | +36.4% |
| YTD | +16.0% | -8.7% | +24.7% | +17.0% |
| 1Y | +0.7% | -3.8% | +4.5% | -1.7% |
| 3Y | +6.2% | +5.5% | +0.7% | -6.8% |
| 5Y | -28.1% | +12.3% | -40.4% | -40.5% |
| All | -28.1% | +12.6% | -40.7% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling