+188.1%
DVA vs TXT
+89.4%
+98.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -8.8% | +0.1% | -8.9% | -8.9% |
| 30D | -3.4% | +13.3% | -16.7% | -7.4% |
| 3M | -2.6% | -5.0% | +2.4% | -1.2% |
| 6M | -11.9% | -8.4% | -3.5% | -10.0% |
| YTD | +53.6% | -4.0% | +57.6% | +54.2% |
| 1Y | +41.9% | +2.8% | +39.1% | +39.3% |
| 3Y | +97.5% | +10.3% | +87.2% | +86.8% |
| 5Y | +65.0% | +9.2% | +55.8% | +53.3% |
| All | +188.1% | +89.4% | +98.7% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling