+56.4%
TXN vs DLR
+39.0%
+17.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | -8.0% | -2.9% | -5.1% | -7.0% |
| 3M | -7.8% | +3.2% | -11.0% | -9.4% |
| 6M | +32.4% | +3.9% | +28.5% | +29.8% |
| YTD | +51.7% | +21.4% | +30.3% | +40.0% |
| 1Y | +44.3% | +9.7% | +34.6% | +38.1% |
| 3Y | +71.3% | +56.5% | +14.7% | +40.3% |
| 5Y | +56.4% | +41.5% | +14.9% | +29.4% |
| All | +56.4% | +39.0% | +17.4% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling