+400.7%
TXN vs JD
+20.5%
+380.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +2.0% | -2.6% | +4.6% | +2.5% |
| 30D | -8.0% | -15.4% | +7.4% | -4.7% |
| 3M | -7.8% | -5.0% | -2.7% | -7.0% |
| 6M | +32.4% | +0.9% | +31.5% | +31.4% |
| YTD | +51.7% | -2.5% | +54.2% | +51.4% |
| 1Y | +44.3% | -16.0% | +60.3% | +48.5% |
| 3Y | +71.3% | -8.5% | +79.8% | +65.0% |
| 5Y | +56.4% | -61.8% | +118.2% | +72.5% |
| All | +400.7% | +20.5% | +380.2% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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