+468.5%
TXN vs D
+48.0%
+420.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | +9.5% | -1.4% | +10.8% | +9.9% |
| 30D | +8.7% | +7.7% | +1.0% | +6.1% |
| 3M | +11.6% | -0.3% | +11.9% | +11.4% |
| 6M | +0.1% | +10.1% | -10.0% | -3.4% |
| YTD | +78.8% | +19.1% | +59.7% | +68.3% |
| 1Y | +91.2% | +15.9% | +75.3% | +81.2% |
| 3Y | +125.8% | +75.0% | +50.8% | +84.1% |
| 5Y | +83.8% | +13.4% | +70.4% | +72.3% |
| All | +468.5% | +48.0% | +420.5% | +387.2% |
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