+467.2%
TDY vs TXT
+107.7%
+359.4%
-48.9%
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 | -1.1% | +2.5% | -3.6% | -2.2% |
| 30D | -12.0% | -8.9% | -3.2% | -8.3% |
| 3M | -3.2% | -13.6% | +10.4% | +3.1% |
| 6M | -7.9% | -13.1% | +5.2% | -2.2% |
| YTD | +18.2% | -7.0% | +25.2% | +21.3% |
| 1Y | +6.7% | -1.4% | +8.0% | +6.4% |
| 3Y | +47.5% | +7.0% | +40.6% | +38.0% |
| 5Y | +39.5% | +15.4% | +24.1% | +23.1% |
| All | +467.2% | +107.7% | +359.4% | +227.5% |
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 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