+41.6%
TXN vs BTDR
-4.8%
+46.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.5% |
| 7D | -0.1% | +20.0% | -20.0% | -1.6% |
| 30D | -6.9% | +11.9% | -18.9% | -8.1% |
| 3M | -14.9% | -36.9% | +22.0% | -13.3% |
| 6M | +29.0% | +56.5% | -27.5% | +24.4% |
| YTD | +51.5% | +10.4% | +41.0% | +46.8% |
| 1Y | +41.6% | +3.1% | +38.5% | +42.6% |
| All | +41.6% | -4.8% | +46.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling