+124.3%
TDG vs TXT
+14.1%
+110.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | 0.0% |
| 7D | -1.9% | +2.5% | -4.3% | -3.1% |
| 30D | -7.7% | -8.9% | +1.2% | -3.2% |
| 3M | -9.3% | -13.6% | +4.2% | -2.8% |
| 6M | -9.4% | -13.1% | +3.7% | -3.2% |
| YTD | -14.3% | -7.0% | -7.2% | -12.3% |
| 1Y | -11.8% | -1.4% | -10.4% | -13.0% |
| 3Y | +52.0% | +7.0% | +45.0% | +36.9% |
| All | +124.3% | +14.1% | +110.2% | +87.6% |
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