+1,626.7%
TXN vs DLR
+3,595.7%
-1,969.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | -6.9% | -3.4% | -3.6% | -5.9% |
| 3M | -14.9% | +0.5% | -15.4% | -15.5% |
| 6M | +29.0% | +4.6% | +24.4% | +26.5% |
| YTD | +51.5% | +23.4% | +28.1% | +40.4% |
| 1Y | +41.6% | +19.0% | +22.5% | +32.4% |
| 3Y | +65.8% | +56.5% | +9.3% | +39.9% |
| 5Y | +56.8% | +33.3% | +23.5% | +36.4% |
| 10Y | +387.5% | +165.1% | +222.3% | +229.3% |
| All | +1,626.7% | +3,595.7% | -1,969.0% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling