+37.8%
TDY vs TXT
+10.7%
+27.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -12.5% | -10.2% | -2.3% | -8.3% |
| 3M | -0.8% | -13.3% | +12.5% | +5.2% |
| 6M | -9.0% | -14.4% | +5.4% | -3.1% |
| YTD | +16.8% | -9.1% | +25.9% | +20.9% |
| 1Y | +9.5% | -2.2% | +11.6% | +9.7% |
| 3Y | +45.4% | +5.1% | +40.3% | +36.3% |
| 5Y | +37.8% | +12.8% | +25.0% | +21.0% |
| All | +37.8% | +10.7% | +27.1% | +21.0% |
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