+20,427.4%
TXN vs DD
+959.7%
+19,467.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | -9.5% | -7.4% | -2.1% | -6.5% |
| 3M | -10.5% | -6.4% | -4.1% | -8.0% |
| 6M | +35.4% | -2.5% | +37.8% | +36.7% |
| YTD | +51.8% | +10.2% | +41.5% | +45.0% |
| 1Y | +42.9% | +36.9% | +6.0% | +24.2% |
| 3Y | +71.3% | +47.0% | +24.3% | +42.8% |
| 5Y | +58.0% | +63.1% | -5.1% | +24.7% |
| 10Y | +393.3% | +68.2% | +325.1% | +262.8% |
| All | +20,427.4% | +959.7% | +19,467.7% | +5,987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling