+91.2%
TXN vs TTD
-64.0%
+155.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.8% |
| 7D | +9.5% | +21.3% | -11.8% | +10.6% |
| 30D | +8.7% | +28.7% | -20.0% | +10.6% |
| 3M | +11.6% | +7.7% | +3.9% | +11.5% |
| 6M | +0.1% | -23.5% | +23.6% | -2.8% |
| YTD | +78.8% | -58.7% | +137.5% | +80.3% |
| 1Y | +91.2% | -63.4% | +154.6% | +102.7% |
| All | +91.2% | -64.0% | +155.2% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling