+89.3%
TXT vs DAR
+307.1%
-217.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.7% |
| 7D | -1.1% | +9.2% | -10.3% | -4.4% |
| 30D | +13.3% | -12.3% | +25.5% | +18.5% |
| 3M | -5.1% | -12.7% | +7.6% | -1.1% |
| 6M | -7.1% | -12.8% | +5.6% | -3.7% |
| YTD | -3.2% | +53.8% | -57.0% | -20.3% |
| 1Y | +2.3% | +60.3% | -58.0% | -17.4% |
| 3Y | +11.1% | +31.7% | -20.7% | -9.9% |
| 5Y | +10.0% | -27.7% | +37.8% | +11.3% |
| All | +89.3% | +307.1% | -217.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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