+4,309.5%
TXN vs DIA
+1,122.5%
+3,187.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -3.0% |
| 7D | +9.5% | +2.1% | +7.3% | +6.9% |
| 30D | +8.7% | +1.5% | +7.2% | +7.1% |
| 3M | +11.6% | -2.4% | +14.0% | +15.0% |
| 6M | +0.1% | +6.0% | -5.9% | -6.2% |
| YTD | +78.8% | +10.1% | +68.7% | +60.3% |
| 1Y | +91.2% | +11.8% | +79.4% | +68.5% |
| 3Y | +125.8% | +59.7% | +66.1% | +33.1% |
| 5Y | +83.8% | +57.9% | +25.9% | +10.6% |
| 10Y | +469.9% | +236.2% | +233.6% | +41.2% |
| All | +4,309.5% | +1,122.5% | +3,187.1% | +134.6% |
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