+59.9%
TXN vs HD
+6.0%
+53.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.6% |
| 7D | +2.7% | -1.8% | +4.5% | +3.6% |
| 30D | -6.7% | -10.8% | +4.1% | -1.1% |
| 3M | -8.9% | -2.7% | -6.2% | -8.3% |
| 6M | +34.7% | -10.3% | +45.0% | +41.4% |
| YTD | +53.3% | -7.8% | +61.1% | +57.9% |
| 1Y | +45.0% | -23.1% | +68.2% | +65.0% |
| 3Y | +73.1% | +2.0% | +71.1% | +64.4% |
| 5Y | +59.9% | +6.2% | +53.7% | +46.0% |
| All | +59.9% | +6.0% | +53.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 5y: compounded portfolio wealth divided by compounded HD 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…
5y analysis · Full analysis span regression · 6 months rolling