+419.8%
TXN vs DD
+66.6%
+353.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -3.5% | +7.5% | +5.8% |
| 30D | -2.9% | -11.7% | +8.8% | +3.4% |
| 3M | -9.1% | -9.2% | +0.1% | -4.6% |
| 6M | +36.6% | -7.2% | +43.8% | +41.6% |
| YTD | +57.5% | +6.6% | +50.9% | +51.5% |
| 1Y | +49.5% | +32.0% | +17.5% | +28.5% |
| 3Y | +76.5% | +42.1% | +34.4% | +43.3% |
| 5Y | +62.4% | +58.1% | +4.3% | +23.1% |
| All | +419.8% | +66.6% | +353.2% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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