+99.7%
TXN vs DTE
+5.6%
+94.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -0.7% |
| 7D | +1.0% | +4.2% | -3.2% | +0.2% |
| 30D | +6.1% | +10.0% | -3.8% | +4.1% |
| 3M | +10.4% | -2.1% | +12.4% | +11.0% |
| 6M | +12.6% | -4.7% | +17.2% | +12.4% |
| YTD | +83.5% | +9.3% | +74.1% | +72.5% |
| 1Y | +99.7% | +6.6% | +93.1% | +88.4% |
| All | +99.7% | +5.6% | +94.2% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling