+56.4%
TXN vs DG
-39.4%
+95.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +2.0% | -6.3% | +8.3% | +2.4% |
| 30D | -8.0% | +2.4% | -10.4% | -8.2% |
| 3M | -7.8% | +12.4% | -20.2% | -8.8% |
| 6M | +32.4% | -14.9% | +47.3% | +33.9% |
| YTD | +51.7% | -6.1% | +57.7% | +52.1% |
| 1Y | +44.3% | +17.9% | +26.4% | +41.7% |
| 3Y | +71.3% | +3.1% | +68.1% | +68.9% |
| 5Y | +56.4% | -38.7% | +95.1% | +67.9% |
| All | +56.4% | -39.4% | +95.8% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling