+70.1%
TXN vs DT
+8.0%
+62.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | +2.0% | -2.5% | +4.5% | +2.2% |
| 30D | -8.0% | +3.5% | -11.5% | -8.4% |
| 3M | -7.8% | +26.7% | -34.5% | -10.6% |
| 6M | +32.4% | +36.1% | -3.7% | +25.7% |
| YTD | +51.7% | +18.6% | +33.1% | +49.6% |
| 1Y | +44.3% | +7.9% | +36.4% | +46.8% |
| All | +70.1% | +8.0% | +62.1% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling