+419.8%
TXN vs DTE
+137.8%
+282.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.3% |
| 7D | +4.0% | -2.6% | +6.5% | +5.0% |
| 30D | -2.9% | -4.4% | +1.5% | -1.2% |
| 3M | -9.1% | -8.3% | -0.8% | -6.5% |
| 6M | +36.6% | -8.1% | +44.7% | +40.4% |
| YTD | +57.5% | +4.4% | +53.1% | +54.0% |
| 1Y | +49.5% | +0.2% | +49.4% | +48.3% |
| 3Y | +76.5% | +42.6% | +33.9% | +50.7% |
| 5Y | +62.4% | +31.5% | +30.9% | +42.1% |
| All | +419.8% | +137.8% | +282.0% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling