+65.7%
TXN vs BTDR
+19.6%
+46.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.6% |
| 7D | +4.0% | -3.4% | +7.4% | +4.2% |
| 30D | -2.9% | +32.6% | -35.4% | -4.5% |
| 3M | -9.1% | -32.2% | +23.1% | -7.9% |
| 6M | +36.6% | +52.4% | -15.7% | +32.4% |
| YTD | +57.5% | +6.7% | +50.8% | +54.4% |
| 1Y | +49.5% | -15.2% | +64.8% | +46.9% |
| 3Y | +76.5% | +14.9% | +61.7% | +63.8% |
| 5Y | +62.4% | +20.8% | +41.6% | +46.2% |
| All | +65.7% | +19.6% | +46.1% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling