+537.0%
TDG vs TXT
+107.7%
+429.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | -0.2% |
| 7D | -1.9% | +2.5% | -4.3% | -3.3% |
| 30D | -7.7% | -8.9% | +1.2% | -2.6% |
| 3M | -9.3% | -13.6% | +4.2% | -1.8% |
| 6M | -9.4% | -13.1% | +3.7% | -2.4% |
| YTD | -14.3% | -7.0% | -7.2% | -12.0% |
| 1Y | -11.8% | -1.4% | -10.4% | -13.1% |
| 3Y | +52.0% | +7.0% | +45.0% | +37.4% |
| 5Y | +128.8% | +15.4% | +113.4% | +93.9% |
| All | +537.0% | +107.7% | +429.2% | +259.7% |
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 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