+297.1%
TD vs TXT
+100.3%
+196.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -1.9% | +0.8% | -2.7% | -2.2% |
| 30D | -1.6% | -10.4% | +8.8% | +2.7% |
| 3M | +4.6% | -14.3% | +19.0% | +10.7% |
| 6M | +26.8% | -15.1% | +41.9% | +34.3% |
| YTD | +28.3% | -8.3% | +36.6% | +31.4% |
| 1Y | +60.4% | -0.7% | +61.2% | +58.7% |
| 3Y | +125.7% | +6.0% | +119.7% | +112.1% |
| 5Y | +122.4% | +12.5% | +109.8% | +99.3% |
| 10Y | +297.1% | +103.2% | +193.9% | +146.6% |
| All | +297.1% | +100.3% | +196.8% | +146.6% |
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