+82.3%
DT vs TXT
+78.3%
+4.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.6% |
| 7D | -7.5% | -1.1% | -6.5% | -7.2% |
| 30D | -31.5% | +17.1% | -48.6% | -35.0% |
| 3M | -14.0% | -2.6% | -11.4% | -13.6% |
| 6M | +6.9% | -4.6% | +11.4% | +7.5% |
| YTD | +0.3% | -0.3% | +0.7% | -1.7% |
| 1Y | -6.9% | +5.9% | -12.8% | -10.8% |
| 3Y | -13.9% | +14.4% | -28.3% | -21.1% |
| 5Y | -39.9% | +15.9% | -55.8% | -45.7% |
| All | +82.3% | +78.3% | +4.1% | +47.9% |
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