+238.7%
TXN vs PDD
+198.0%
+40.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.0% |
| 7D | +9.5% | -4.9% | +14.4% | +10.0% |
| 30D | +8.7% | -3.0% | +11.8% | +8.9% |
| 3M | +11.6% | -6.2% | +17.8% | +12.1% |
| 6M | +0.1% | -20.7% | +20.8% | +2.2% |
| YTD | +78.8% | -30.4% | +109.2% | +84.9% |
| 1Y | +91.2% | -41.3% | +132.5% | +101.3% |
| 3Y | +125.8% | -27.7% | +153.5% | +126.3% |
| 5Y | +83.8% | -16.9% | +100.7% | +71.4% |
| All | +238.7% | +198.0% | +40.7% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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