+125.8%
TXN vs DAR
+33.7%
+92.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.1% |
| 7D | +9.5% | +11.6% | -2.1% | +6.8% |
| 30D | +8.7% | -10.2% | +18.9% | +11.1% |
| 3M | +11.6% | -14.8% | +26.4% | +15.1% |
| 6M | +0.1% | -10.1% | +10.2% | +1.7% |
| YTD | +78.8% | +55.5% | +23.3% | +59.1% |
| 1Y | +91.2% | +61.7% | +29.5% | +68.4% |
| 3Y | +125.8% | +37.2% | +88.7% | +98.1% |
| All | +125.8% | +33.7% | +92.1% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling