+84.6%
TXN vs DT
-37.8%
+122.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +9.5% | +3.1% | +6.3% | +8.9% |
| 30D | +8.7% | -29.5% | +38.2% | +15.3% |
| 3M | +11.6% | -11.7% | +23.3% | +13.3% |
| 6M | +0.1% | +29.0% | -28.9% | -6.6% |
| YTD | +78.8% | +3.4% | +75.4% | +73.3% |
| 1Y | +91.2% | -4.2% | +95.5% | +89.2% |
| 3Y | +125.8% | -12.8% | +138.7% | +124.7% |
| All | +84.6% | -37.8% | +122.4% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling