+60.4%
TD vs TXT
-3.0%
+63.5%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | -1.6% | -10.4% | +8.8% | +1.2% |
| 3M | +4.6% | -14.3% | +19.0% | +8.6% |
| 6M | +26.8% | -15.1% | +41.9% | +31.4% |
| YTD | +28.3% | -8.3% | +36.6% | +30.7% |
| 1Y | +60.4% | -0.7% | +61.2% | +61.1% |
| All | +60.4% | -3.0% | +63.5% | +61.1% |
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