+235.3%
TXN vs PDD
+199.6%
+35.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -3.8% | -1.0% | -2.9% | -3.8% |
| 30D | +6.4% | -2.4% | +8.8% | +6.6% |
| 3M | +7.7% | -14.6% | +22.3% | +9.3% |
| 6M | +5.5% | -19.6% | +25.1% | +7.5% |
| YTD | +77.0% | -30.0% | +107.0% | +83.0% |
| 1Y | +91.2% | -42.5% | +133.7% | +101.8% |
| 3Y | +121.5% | -27.2% | +148.7% | +121.8% |
| 5Y | +84.9% | -8.2% | +93.1% | +70.2% |
| All | +235.3% | +199.6% | +35.7% | +134.0% |
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