+20,389.3%
TXN vs D
+2,347.4%
+18,041.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -0.1% | +1.5% | -1.5% | -0.6% |
| 30D | -6.9% | -2.6% | -4.4% | -6.1% |
| 3M | -14.9% | 0.0% | -14.9% | -15.1% |
| 6M | +29.0% | +7.4% | +21.6% | +25.2% |
| YTD | +51.5% | +15.9% | +35.6% | +43.0% |
| 1Y | +41.6% | +18.1% | +23.4% | +32.4% |
| 3Y | +65.8% | +58.4% | +7.4% | +36.5% |
| 5Y | +56.8% | +5.2% | +51.6% | +48.2% |
| 10Y | +387.5% | +35.9% | +351.6% | +303.2% |
| All | +20,389.3% | +2,347.4% | +18,041.9% | +5,456.3% |
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