+771.0%
TXT vs DAR
+1,762.6%
-991.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -4.8% | +1.4% | -6.1% | -5.0% |
| 30D | -10.6% | +12.8% | -23.4% | -12.0% |
| 3M | -13.2% | +7.4% | -20.5% | -14.1% |
| 6M | -20.3% | +22.3% | -42.6% | -22.5% |
| YTD | -9.3% | +81.1% | -90.3% | -15.7% |
| 1Y | -2.7% | +106.5% | -109.2% | -11.3% |
| 3Y | +1.4% | +5.3% | -3.9% | -1.4% |
| 5Y | +9.6% | -11.5% | +21.1% | +7.8% |
| 10Y | +94.9% | +353.3% | -258.4% | +62.1% |
| All | +771.0% | +1,762.6% | -991.6% | +541.2% |
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