+3,642.3%
TXN vs DIA
+1,130.8%
+2,511.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -9.5% | -2.1% | -7.4% | -7.3% |
| 3M | -10.5% | +4.2% | -14.7% | -14.7% |
| 6M | +35.4% | +11.9% | +23.5% | +18.9% |
| YTD | +51.8% | +10.8% | +40.9% | +34.7% |
| 1Y | +42.9% | +17.5% | +25.4% | +18.6% |
| 3Y | +71.3% | +59.9% | +11.4% | +0.6% |
| 5Y | +58.0% | +64.1% | -6.1% | -9.3% |
| 10Y | +393.3% | +246.2% | +147.0% | +17.8% |
| All | +3,642.3% | +1,130.8% | +2,511.6% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling