+20,639.1%
TXN vs DTE
+3,490.3%
+17,148.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | -6.7% | -0.5% | -6.2% | -6.6% |
| 3M | -8.9% | -6.0% | -2.9% | -7.1% |
| 6M | +34.7% | -7.2% | +41.9% | +37.9% |
| YTD | +53.3% | +7.2% | +46.2% | +48.7% |
| 1Y | +45.0% | +4.1% | +41.0% | +42.1% |
| 3Y | +73.1% | +46.9% | +26.2% | +47.4% |
| 5Y | +59.9% | +32.9% | +27.0% | +40.3% |
| 10Y | +415.7% | +144.5% | +271.2% | +247.4% |
| All | +20,639.1% | +3,490.3% | +17,148.8% | +5,312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling