+97.4%
TXT vs DAR
+367.0%
-269.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.5% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -11.1% | +13.0% | -24.0% | -15.5% |
| 3M | -13.0% | +15.0% | -28.0% | -18.2% |
| 6M | -16.2% | +26.8% | -43.0% | -24.7% |
| YTD | -8.7% | +86.4% | -95.1% | -29.7% |
| 1Y | -3.8% | +115.1% | -118.9% | -31.0% |
| 3Y | +5.5% | +14.6% | -9.1% | -7.2% |
| 5Y | +12.3% | -8.8% | +21.1% | +3.3% |
| 10Y | +97.4% | +356.5% | -259.1% | -21.6% |
| All | +97.4% | +367.0% | -269.6% | -21.6% |
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