+841.0%
TXT vs DAR
+1,400.9%
-559.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.4% | +1.7% |
| 7D | -3.5% | -2.8% | -0.8% | -3.2% |
| 30D | +15.2% | -12.8% | +28.0% | +16.9% |
| 3M | -4.5% | -11.6% | +7.1% | -3.3% |
| 6M | -6.1% | -16.8% | +10.7% | -4.4% |
| YTD | -2.0% | +45.9% | -47.9% | -6.7% |
| 1Y | +4.2% | +61.5% | -57.3% | -2.1% |
| 3Y | +14.4% | +23.0% | -8.6% | +9.3% |
| 5Y | +12.3% | -35.8% | +48.2% | +14.6% |
| 10Y | +101.8% | +280.4% | -178.5% | +71.3% |
| All | +841.0% | +1,400.9% | -559.8% | +609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling