+5,123.7%
TXN vs DVA
+5,166.5%
-42.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +2.7% | +2.0% | +0.6% | +2.3% |
| 30D | -6.7% | -0.4% | -6.4% | -6.7% |
| 3M | -8.9% | -7.7% | -1.2% | -8.2% |
| 6M | +34.7% | +20.0% | +14.7% | +29.8% |
| YTD | +53.3% | +61.1% | -7.8% | +40.6% |
| 1Y | +45.0% | +33.9% | +11.2% | +36.7% |
| 3Y | +73.1% | +91.5% | -18.4% | +51.9% |
| 5Y | +59.9% | +41.8% | +18.1% | +43.9% |
| 10Y | +415.7% | +187.5% | +228.2% | +308.7% |
| All | +5,123.7% | +5,166.5% | -42.8% | +2,331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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