+99.7%
TXN vs TDY
+22.9%
+76.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | +2.7% |
| 7D | +1.0% | -5.0% | +6.1% | +4.3% |
| 30D | +6.1% | +2.0% | +4.1% | +4.7% |
| 3M | +10.4% | -7.7% | +18.1% | +15.9% |
| 6M | +12.6% | -0.9% | +13.4% | +12.9% |
| YTD | +83.5% | +23.7% | +59.7% | +59.5% |
| 1Y | +99.7% | +23.6% | +76.1% | +74.5% |
| All | +99.7% | +22.9% | +76.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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