+7,930.8%
TD vs TXT
+413.6%
+7,517.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.3% | -4.8% | +5.1% | +1.8% |
| 30D | +0.4% | -10.6% | +11.0% | +3.9% |
| 3M | +7.6% | -13.2% | +20.8% | +12.1% |
| 6M | +25.0% | -20.3% | +45.3% | +33.5% |
| YTD | +31.0% | -9.3% | +40.3% | +34.0% |
| 1Y | +65.2% | -2.7% | +67.9% | +65.1% |
| 3Y | +122.5% | +1.4% | +121.1% | +116.1% |
| 5Y | +124.8% | +9.6% | +115.2% | +110.4% |
| 10Y | +298.2% | +94.9% | +203.3% | +194.9% |
| All | +7,930.8% | +413.6% | +7,517.2% | +2,890.0% |
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