+89.2%
TXN vs TTD
-83.5%
+172.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.3% |
| 7D | +12.3% | +20.8% | -8.4% | +9.4% |
| 30D | +9.1% | +27.1% | -18.0% | +5.4% |
| 3M | +13.5% | +14.7% | -1.2% | +10.9% |
| 6M | +6.9% | -26.8% | +33.7% | +9.9% |
| YTD | +84.0% | -59.2% | +143.3% | +105.5% |
| 1Y | +95.8% | -64.7% | +160.4% | +123.9% |
| 3Y | +130.3% | -75.8% | +206.2% | +158.4% |
| 5Y | +89.2% | -84.6% | +173.7% | +112.9% |
| All | +89.2% | -83.5% | +172.7% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling