+76.5%
TXN vs BTDR
+4.4%
+72.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.8% |
| 3M | -9.1% | -32.2% | +23.1% | -7.7% |
| 6M | +36.6% | +52.4% | -15.7% | +31.4% |
| YTD | +57.5% | +6.7% | +50.8% | +53.7% |
| 1Y | +49.5% | -15.2% | +64.8% | +46.2% |
| 3Y | +76.5% | +14.9% | +61.7% | +59.8% |
| All | +76.5% | +4.4% | +72.2% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling