+419.8%
TXN vs DG
+101.8%
+318.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.6% |
| 7D | +4.0% | -6.5% | +10.4% | +5.3% |
| 30D | -2.9% | +4.2% | -7.0% | -3.7% |
| 3M | -9.1% | +9.5% | -18.6% | -11.1% |
| 6M | +36.6% | -13.1% | +49.8% | +39.6% |
| YTD | +57.5% | -4.8% | +62.3% | +57.6% |
| 1Y | +49.5% | +20.6% | +28.9% | +41.6% |
| 3Y | +76.5% | +4.9% | +71.6% | +65.1% |
| 5Y | +62.4% | -37.9% | +100.3% | +77.1% |
| All | +419.8% | +101.8% | +318.0% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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