+65.5%
TXN vs DECK
+25.8%
+39.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.5% | -9.2% | -10.3% |
| 7D | -10.7% | +6.0% | -16.7% | -12.0% |
| 30D | -6.0% | +7.4% | -13.4% | -7.8% |
| 3M | +0.6% | -11.7% | +12.3% | +3.4% |
| 6M | 0.0% | -11.0% | +10.9% | +1.9% |
| YTD | +63.8% | -15.4% | +79.2% | +67.4% |
| 1Y | +73.8% | +7.2% | +66.5% | +65.8% |
| 3Y | +100.9% | -11.8% | +112.7% | +86.3% |
| 5Y | +65.5% | +24.3% | +41.2% | +30.8% |
| All | +65.5% | +25.8% | +39.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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