+680.4%
TXN vs JD
+48.3%
+632.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | -6.9% | -13.2% | +6.2% | -4.4% |
| 3M | -14.9% | -3.2% | -11.7% | -14.6% |
| 6M | +29.0% | +15.2% | +13.8% | +24.6% |
| YTD | +51.5% | +2.0% | +49.5% | +49.8% |
| 1Y | +41.6% | -5.4% | +46.9% | +41.9% |
| 3Y | +65.8% | -9.1% | +74.9% | +60.6% |
| 5Y | +56.8% | -59.6% | +116.4% | +68.7% |
| 10Y | +387.5% | +26.2% | +361.2% | +278.8% |
| All | +680.4% | +48.3% | +632.1% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling