+7,071.3%
TDY vs TXT
+184.3%
+6,887.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -12.5% | -11.1% | -1.4% | -8.6% |
| 3M | -1.2% | -13.0% | +11.8% | +3.8% |
| 6M | -6.6% | -16.2% | +9.6% | -0.6% |
| YTD | +18.5% | -8.7% | +27.2% | +21.9% |
| 1Y | +10.8% | -3.8% | +14.5% | +11.7% |
| 3Y | +47.5% | +5.5% | +42.0% | +41.4% |
| 5Y | +35.8% | +12.3% | +23.5% | +25.6% |
| 10Y | +459.0% | +97.4% | +361.6% | +300.6% |
| All | +7,071.3% | +184.3% | +6,887.0% | +3,534.3% |
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