+49.5%
TXN vs TDG
-11.6%
+61.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.6% |
| 7D | +4.0% | -1.9% | +5.8% | +4.3% |
| 30D | -2.9% | -7.7% | +4.8% | -1.6% |
| 3M | -9.1% | -9.3% | +0.2% | -7.7% |
| 6M | +36.6% | -9.4% | +46.0% | +37.6% |
| YTD | +57.5% | -14.3% | +71.7% | +58.5% |
| 1Y | +49.5% | -11.8% | +61.4% | +48.8% |
| All | +49.5% | -11.6% | +61.1% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling