+389.0%
TXN vs TTD
+385.9%
+3.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +2.0% | -7.4% | +9.4% | +3.1% |
| 30D | -8.0% | +3.0% | -11.0% | -8.6% |
| 3M | -7.8% | -27.6% | +19.8% | -4.3% |
| 6M | +32.4% | -49.5% | +81.9% | +43.8% |
| YTD | +51.7% | -63.2% | +114.9% | +72.2% |
| 1Y | +44.3% | -69.7% | +114.0% | +68.7% |
| 3Y | +71.3% | -83.3% | +154.6% | +106.2% |
| 5Y | +56.4% | -80.8% | +137.2% | +70.4% |
| All | +389.0% | +385.9% | +3.1% | +248.9% |
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