+125.5%
TD vs TXT
+12.6%
+112.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -0.7% | -11.1% | +10.4% | +3.4% |
| 3M | +6.3% | -13.0% | +19.2% | +11.0% |
| 6M | +27.9% | -16.2% | +44.1% | +35.2% |
| YTD | +29.8% | -8.7% | +38.5% | +32.7% |
| 1Y | +63.7% | -3.8% | +67.4% | +63.8% |
| 3Y | +128.3% | +5.5% | +122.8% | +114.9% |
| 5Y | +125.5% | +12.3% | +113.2% | +99.3% |
| All | +125.5% | +12.6% | +112.9% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling