+419.8%
TXN vs DIA
+253.8%
+166.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.7% |
| 7D | +4.0% | -1.6% | +5.5% | +5.8% |
| 30D | -2.9% | -2.0% | -0.8% | -0.6% |
| 3M | -9.1% | +3.6% | -12.7% | -12.7% |
| 6M | +36.6% | +11.5% | +25.1% | +21.0% |
| YTD | +57.5% | +10.4% | +47.1% | +41.0% |
| 1Y | +49.5% | +15.6% | +34.0% | +27.2% |
| 3Y | +76.5% | +58.9% | +17.7% | +6.8% |
| 5Y | +62.4% | +65.3% | -3.0% | -5.0% |
| All | +419.8% | +253.8% | +166.0% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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