+406.0%
TXN vs TT
+965.2%
-559.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.7% | +1.4% | +1.3% | +1.9% |
| 30D | -6.7% | -6.7% | -0.1% | -3.3% |
| 3M | -8.9% | -5.4% | -3.5% | -6.0% |
| 6M | +34.7% | +4.4% | +30.3% | +32.5% |
| YTD | +53.3% | +14.9% | +38.4% | +43.0% |
| 1Y | +45.0% | +9.3% | +35.8% | +38.4% |
| 3Y | +73.1% | +121.7% | -48.6% | +11.5% |
| 5Y | +59.9% | +148.2% | -88.2% | -5.3% |
| All | +406.0% | +965.2% | -559.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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