+125.8%
TXN vs JD
+17.9%
+108.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.0% |
| 7D | +9.5% | -4.1% | +13.6% | +10.0% |
| 30D | +8.7% | +4.6% | +4.1% | +7.8% |
| 3M | +11.6% | -4.7% | +16.3% | +12.1% |
| 6M | +0.1% | -17.4% | +17.5% | +2.6% |
| YTD | +78.8% | +0.7% | +78.1% | +77.3% |
| 1Y | +91.2% | -5.9% | +97.1% | +91.6% |
| 3Y | +125.8% | +18.9% | +107.0% | +118.2% |
| All | +125.8% | +17.9% | +108.0% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling