+419.8%
TXN vs DLR
+177.5%
+242.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.2% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.9% | -4.3% | +1.5% | -1.3% |
| 3M | -9.1% | +3.8% | -12.9% | -10.8% |
| 6M | +36.6% | +5.8% | +30.8% | +33.2% |
| YTD | +57.5% | +23.5% | +33.9% | +44.9% |
| 1Y | +49.5% | +11.1% | +38.4% | +42.7% |
| 3Y | +76.5% | +57.9% | +18.7% | +45.9% |
| 5Y | +62.4% | +44.0% | +18.4% | +35.2% |
| All | +419.8% | +177.5% | +242.3% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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