+70.1%
TXN vs DRI
+52.8%
+17.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.0% | -4.8% | +6.8% | +3.6% |
| 30D | -8.0% | -5.2% | -2.8% | -6.6% |
| 3M | -7.8% | +2.7% | -10.5% | -9.2% |
| 6M | +32.4% | +3.6% | +28.8% | +29.6% |
| YTD | +51.7% | +15.4% | +36.3% | +41.5% |
| 1Y | +44.3% | +1.3% | +43.0% | +41.2% |
| All | +70.1% | +52.8% | +17.3% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling