+400.7%
TXN vs DAR
+375.1%
+25.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +2.0% | +0.9% | +1.0% | +1.7% |
| 30D | -8.0% | +6.4% | -14.4% | -9.9% |
| 3M | -7.8% | +13.2% | -21.0% | -11.7% |
| 6M | +32.4% | +26.2% | +6.2% | +22.2% |
| YTD | +51.7% | +84.4% | -32.7% | +24.3% |
| 1Y | +44.3% | +112.0% | -67.7% | +12.2% |
| 3Y | +71.3% | +13.4% | +57.9% | +55.6% |
| 5Y | +56.4% | -6.0% | +62.4% | +44.9% |
| All | +400.7% | +375.1% | +25.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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