+4,415.1%
DVA vs TXT
+558.7%
+3,856.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.8% | -4.8% | +6.6% | +2.9% |
| 30D | -2.5% | -10.6% | +8.1% | -0.2% |
| 3M | -4.3% | -13.2% | +8.9% | -1.6% |
| 6M | +18.9% | -20.3% | +39.2% | +24.2% |
| YTD | +61.9% | -9.3% | +71.2% | +64.6% |
| 1Y | +35.7% | -2.7% | +38.4% | +35.9% |
| 3Y | +78.6% | +1.4% | +77.3% | +76.1% |
| 5Y | +39.2% | +9.6% | +29.7% | +33.6% |
| 10Y | +184.0% | +94.9% | +89.1% | +134.1% |
| All | +4,415.1% | +558.7% | +3,856.4% | +2,333.1% |
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 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