-9.3%
TDG vs TXT
-1.0%
-8.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -0.6% |
| 30D | -7.4% | -10.6% | +3.2% | -4.2% |
| 3M | -5.4% | -13.2% | +7.8% | -1.6% |
| 6M | -11.6% | -20.3% | +8.7% | -7.4% |
| YTD | -12.6% | -9.3% | -3.4% | -9.5% |
| 1Y | -9.3% | -2.7% | -6.7% | -6.7% |
| All | -9.3% | -1.0% | -8.3% | -6.7% |
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