+9.8%
TXT vs DAR
-27.0%
+36.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +0.1% | +11.6% | -11.4% | -2.6% |
| 30D | +13.3% | -10.2% | +23.6% | +16.1% |
| 3M | -5.0% | -14.8% | +9.9% | -1.6% |
| 6M | -8.4% | -10.1% | +1.7% | -6.9% |
| YTD | -4.0% | +55.5% | -59.5% | -15.9% |
| 1Y | +2.8% | +61.7% | -58.9% | -11.1% |
| 3Y | +10.3% | +37.2% | -26.9% | -5.1% |
| All | +9.8% | -27.0% | +36.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling