+125.8%
TXN vs TT
+91.4%
+34.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | +9.5% | +4.0% | +5.4% | +7.1% |
| 30D | +8.7% | -11.3% | +20.0% | +16.1% |
| 3M | +11.6% | -12.3% | +23.9% | +19.9% |
| 6M | +0.1% | -10.8% | +10.9% | +7.1% |
| YTD | +78.8% | +8.2% | +70.7% | +74.7% |
| 1Y | +91.2% | +1.5% | +89.8% | +92.4% |
| 3Y | +125.8% | +91.5% | +34.4% | +72.6% |
| All | +125.8% | +91.4% | +34.4% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling