+59.6%
TXN vs TDG
+126.1%
-66.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.3% |
| 7D | +4.0% | -1.9% | +5.8% | +4.8% |
| 30D | -2.9% | -7.7% | +4.8% | +0.3% |
| 3M | -9.1% | -9.3% | +0.2% | -5.8% |
| 6M | +36.6% | -9.4% | +46.0% | +40.8% |
| YTD | +57.5% | -14.3% | +71.7% | +65.4% |
| 1Y | +49.5% | -11.8% | +61.4% | +54.5% |
| 3Y | +76.5% | +52.0% | +24.6% | +36.1% |
| All | +59.6% | +126.1% | -66.5% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling