+37.1%
DVA vs TXT
-1.4%
+38.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +1.7% | -10.2% | +11.9% | +5.4% |
| 3M | -8.7% | -13.3% | +4.6% | -4.6% |
| 6M | +19.7% | -14.4% | +34.0% | +25.5% |
| YTD | +59.6% | -9.1% | +68.7% | +61.9% |
| 1Y | +37.1% | -2.2% | +39.3% | +37.1% |
| All | +37.1% | -1.4% | +38.5% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling