+1,470.8%
TXN vs DG
+577.8%
+893.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.9% |
| 7D | +2.2% | -2.5% | +4.7% | +2.7% |
| 30D | -9.5% | +1.0% | -10.5% | -9.8% |
| 3M | -10.5% | +20.3% | -30.9% | -14.0% |
| 6M | +35.4% | -11.7% | +47.1% | +37.7% |
| YTD | +51.8% | -2.3% | +54.1% | +51.1% |
| 1Y | +42.9% | +20.0% | +22.9% | +35.9% |
| 3Y | +71.3% | +7.2% | +64.1% | +60.3% |
| 5Y | +58.0% | -37.9% | +95.9% | +67.6% |
| 10Y | +393.3% | +107.3% | +285.9% | +299.7% |
| All | +1,470.8% | +577.8% | +893.0% | +870.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling