+186.9%
TXN vs PDD
+210.2%
-23.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | -6.9% | -9.6% | +2.7% | -6.0% |
| 3M | -14.9% | -4.3% | -10.7% | -14.7% |
| 6M | +29.0% | -18.8% | +47.8% | +31.5% |
| YTD | +51.5% | -27.5% | +79.0% | +56.2% |
| 1Y | +41.6% | -33.6% | +75.2% | +47.3% |
| 3Y | +65.8% | -20.4% | +86.2% | +64.5% |
| 5Y | +56.8% | -19.6% | +76.4% | +46.8% |
| All | +186.9% | +210.2% | -23.3% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling