+419.8%
TXN vs TDY
+479.2%
-59.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.2% |
| 7D | +4.0% | -1.1% | +5.1% | +4.6% |
| 30D | -2.9% | -12.0% | +9.2% | +4.0% |
| 3M | -9.1% | -3.2% | -5.9% | -7.5% |
| 6M | +36.6% | -7.9% | +44.5% | +42.8% |
| YTD | +57.5% | +18.2% | +39.3% | +43.8% |
| 1Y | +49.5% | +6.7% | +42.9% | +44.0% |
| 3Y | +76.5% | +47.5% | +29.0% | +43.6% |
| 5Y | +62.4% | +39.5% | +22.9% | +34.5% |
| All | +419.8% | +479.2% | -59.4% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling