+5,648.0%
TXN vs DGX
+8,778.1%
-3,130.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.3% |
| 7D | +4.0% | -0.9% | +4.9% | +4.3% |
| 30D | -2.9% | -1.2% | -1.7% | -2.5% |
| 3M | -9.1% | +15.8% | -24.9% | -13.4% |
| 6M | +36.6% | +18.2% | +18.5% | +29.0% |
| YTD | +57.5% | +37.2% | +20.3% | +42.0% |
| 1Y | +49.5% | +30.4% | +19.2% | +36.7% |
| 3Y | +76.5% | +96.7% | -20.2% | +41.8% |
| 5Y | +62.4% | +67.2% | -4.8% | +35.8% |
| 10Y | +429.7% | +253.9% | +175.8% | +250.8% |
| All | +5,648.0% | +8,778.1% | -3,130.1% | +1,569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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