+164.6%
TXN vs DT
+100.3%
+64.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | +4.0% | -1.6% | +5.6% | +4.3% |
| 30D | -2.9% | +3.0% | -5.9% | -3.7% |
| 3M | -9.1% | +26.5% | -35.6% | -14.5% |
| 6M | +36.6% | +35.9% | +0.7% | +24.6% |
| YTD | +57.5% | +17.8% | +39.6% | +48.0% |
| 1Y | +49.5% | +4.1% | +45.5% | +45.1% |
| 3Y | +76.5% | +5.3% | +71.2% | +67.9% |
| 5Y | +62.4% | -27.2% | +89.6% | +61.6% |
| All | +164.6% | +100.3% | +64.3% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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