+294.4%
TD vs TXT
+89.4%
+205.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +5.2% | +13.3% | -8.1% | -0.2% |
| 3M | +1.2% | -5.0% | +6.2% | +2.8% |
| 6M | +17.7% | -8.4% | +26.2% | +20.8% |
| YTD | +34.2% | -4.0% | +38.2% | +34.4% |
| 1Y | +55.4% | +2.8% | +52.6% | +51.3% |
| 3Y | +130.4% | +10.3% | +120.1% | +112.4% |
| 5Y | +101.8% | +9.2% | +92.7% | +82.9% |
| All | +294.4% | +89.4% | +205.0% | +147.1% |
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