+4,183.7%
DVA vs TXT
+597.0%
+3,586.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -8.8% | +0.1% | -8.9% | -8.8% |
| 30D | -3.4% | +13.3% | -16.7% | -5.9% |
| 3M | -2.6% | -5.0% | +2.4% | -1.7% |
| 6M | -11.9% | -8.4% | -3.5% | -10.6% |
| YTD | +53.6% | -4.0% | +57.6% | +54.2% |
| 1Y | +41.9% | +2.8% | +39.1% | +40.4% |
| 3Y | +97.5% | +10.3% | +87.2% | +91.3% |
| 5Y | +65.0% | +9.2% | +55.8% | +58.2% |
| 10Y | +193.2% | +89.6% | +103.6% | +142.2% |
| All | +4,183.7% | +597.0% | +3,586.7% | +2,178.7% |
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