+468.5%
TXN vs TTD
+513.2%
-44.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.0% |
| 7D | +9.5% | +21.3% | -11.8% | +6.3% |
| 30D | +8.7% | +28.7% | -20.0% | +4.5% |
| 3M | +11.6% | +7.7% | +3.9% | +9.9% |
| 6M | +0.1% | -23.5% | +23.6% | +2.4% |
| YTD | +78.8% | -58.7% | +137.5% | +99.2% |
| 1Y | +91.2% | -63.4% | +154.6% | +117.3% |
| 3Y | +125.8% | -75.3% | +201.1% | +156.3% |
| 5Y | +83.8% | -84.4% | +168.2% | +109.4% |
| All | +468.5% | +513.2% | -44.7% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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