+23,460.2%
TXN vs D
+2,436.6%
+21,023.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +4.7% | +10.7% | -6.0% | +0.8% |
| 3M | +3.9% | +2.3% | +1.6% | +2.7% |
| 6M | +3.8% | +12.5% | -8.7% | -1.2% |
| YTD | +74.2% | +20.1% | +54.1% | +61.9% |
| 1Y | +88.2% | +15.6% | +72.7% | +77.0% |
| 3Y | +124.0% | +75.2% | +48.8% | +77.7% |
| 5Y | +78.4% | +14.6% | +63.8% | +63.1% |
| 10Y | +455.6% | +43.8% | +411.8% | +349.0% |
| All | +23,460.2% | +2,436.6% | +21,023.5% | +6,188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling