+99.7%
TXN vs D
+23.9%
+75.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.8% | -0.7% |
| 7D | +1.0% | +8.5% | -7.5% | +0.2% |
| 30D | +6.1% | +14.3% | -8.2% | +4.5% |
| 3M | +10.4% | +1.8% | +8.6% | +10.7% |
| 6M | +12.6% | +13.0% | -0.5% | +10.3% |
| YTD | +83.5% | +22.7% | +60.7% | +78.7% |
| 1Y | +99.7% | +22.6% | +77.1% | +94.9% |
| All | +99.7% | +23.9% | +75.8% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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