+59.6%
TXN vs DE
+97.2%
-37.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -2.6% | +6.5% | +4.9% |
| 30D | -2.9% | +9.0% | -11.9% | -6.2% |
| 3M | -9.1% | +19.1% | -28.2% | -15.1% |
| 6M | +36.6% | +14.4% | +22.3% | +29.5% |
| YTD | +57.5% | +45.9% | +11.5% | +36.0% |
| 1Y | +49.5% | +43.6% | +5.9% | +29.5% |
| 3Y | +76.5% | +75.9% | +0.7% | +40.3% |
| All | +59.6% | +97.2% | -37.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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