+59.9%
TXN vs DAR
-8.0%
+67.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +2.7% | -0.2% | +2.8% | +2.7% |
| 30D | -6.7% | +7.4% | -14.2% | -8.6% |
| 3M | -8.9% | +15.7% | -24.6% | -12.6% |
| 6M | +34.7% | +30.0% | +4.7% | +25.1% |
| YTD | +53.3% | +87.5% | -34.2% | +29.4% |
| 1Y | +45.0% | +113.4% | -68.3% | +17.7% |
| 3Y | +73.1% | +15.3% | +57.8% | +59.0% |
| 5Y | +59.9% | -4.3% | +64.2% | +47.9% |
| All | +59.9% | -8.0% | +67.9% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling