+58.3%
TXN vs TT
+144.3%
-86.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.2% | +1.6% | +0.6% | +1.4% |
| 30D | -9.5% | -7.3% | -2.2% | -5.8% |
| 3M | -10.5% | -2.6% | -8.0% | -9.0% |
| 6M | +35.4% | +5.9% | +29.5% | +32.6% |
| YTD | +51.8% | +15.4% | +36.3% | +42.1% |
| 1Y | +42.9% | +8.2% | +34.7% | +37.7% |
| 3Y | +71.3% | +122.7% | -51.3% | +12.2% |
| All | +58.3% | +144.3% | -86.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling