+21,202.8%
TXN vs DE
+14,464.1%
+6,738.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -2.6% | +6.5% | +5.0% |
| 30D | -2.9% | +9.0% | -11.9% | -6.3% |
| 3M | -9.1% | +19.1% | -28.2% | -15.2% |
| 6M | +36.6% | +14.4% | +22.3% | +29.5% |
| YTD | +57.5% | +45.9% | +11.5% | +35.6% |
| 1Y | +49.5% | +43.6% | +5.9% | +29.2% |
| 3Y | +76.5% | +75.9% | +0.7% | +39.6% |
| 5Y | +62.4% | +98.8% | -36.4% | +19.3% |
| 10Y | +429.7% | +861.4% | -431.7% | +113.7% |
| All | +21,202.8% | +14,464.1% | +6,738.7% | +2,805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling