+13,174.6%
TDG vs TXT
+93.7%
+13,080.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -0.2% |
| 30D | -7.4% | -10.6% | +3.2% | -3.5% |
| 3M | -5.4% | -13.2% | +7.8% | -0.5% |
| 6M | -11.6% | -20.3% | +8.7% | -4.2% |
| YTD | -12.6% | -9.3% | -3.4% | -10.1% |
| 1Y | -9.3% | -2.7% | -6.7% | -9.4% |
| 3Y | +49.2% | +1.4% | +47.8% | +44.8% |
| 5Y | +132.1% | +9.6% | +122.6% | +118.7% |
| 10Y | +544.8% | +94.9% | +449.9% | +385.7% |
| All | +13,174.6% | +93.7% | +13,080.9% | +8,913.5% |
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