+61.3%
TXN vs BTDR
+23.3%
+38.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | +2.7% | +14.8% | -12.1% | +1.8% |
| 30D | -6.7% | +41.8% | -48.5% | -8.6% |
| 3M | -8.9% | -29.2% | +20.3% | -7.9% |
| 6M | +34.7% | +66.2% | -31.5% | +29.9% |
| YTD | +53.3% | +10.0% | +43.3% | +50.0% |
| 1Y | +45.0% | -11.0% | +56.0% | +42.1% |
| 3Y | +73.1% | +6.9% | +66.2% | +60.4% |
| 5Y | +59.9% | +24.7% | +35.2% | +43.8% |
| All | +61.3% | +23.3% | +38.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling