+468.5%
TXN vs DRI
+331.7%
+136.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +9.5% | +1.1% | +8.4% | +9.1% |
| 30D | +8.7% | +9.7% | -1.0% | +5.7% |
| 3M | +11.6% | +3.2% | +8.4% | +10.2% |
| 6M | +0.1% | +20.6% | -20.5% | -6.1% |
| YTD | +78.8% | +28.3% | +50.6% | +64.2% |
| 1Y | +91.2% | +34.5% | +56.7% | +72.9% |
| 3Y | +125.8% | +66.5% | +59.3% | +90.3% |
| 5Y | +83.8% | +79.6% | +4.1% | +50.1% |
| All | +468.5% | +331.7% | +136.7% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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