+155.0%
TXN vs DT
+97.2%
+57.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.9% |
| 7D | +2.2% | -4.9% | +7.1% | +3.2% |
| 30D | -9.5% | +2.7% | -12.2% | -10.2% |
| 3M | -10.5% | +20.0% | -30.5% | -14.8% |
| 6M | +35.4% | +28.0% | +7.3% | +25.2% |
| YTD | +51.8% | +16.0% | +35.7% | +43.1% |
| 1Y | +42.9% | +0.7% | +42.2% | +39.8% |
| 3Y | +71.3% | +6.2% | +65.2% | +62.5% |
| 5Y | +58.0% | -28.1% | +86.1% | +57.7% |
| All | +155.0% | +97.2% | +57.7% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling