+415.7%
TXN vs D
+34.1%
+381.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -6.7% | -2.1% | -4.6% | -6.1% |
| 3M | -8.9% | -0.7% | -8.2% | -8.8% |
| 6M | +34.7% | +5.6% | +29.1% | +31.9% |
| YTD | +53.3% | +14.6% | +38.8% | +46.3% |
| 1Y | +45.0% | +15.3% | +29.7% | +37.8% |
| 3Y | +73.1% | +59.1% | +14.0% | +45.5% |
| 5Y | +59.9% | +3.9% | +56.0% | +54.6% |
| 10Y | +415.7% | +38.5% | +377.2% | +355.8% |
| All | +415.7% | +34.1% | +381.6% | +355.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling