+6.9%
TXN vs TTD
-28.9%
+35.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.8% |
| 7D | +12.3% | +20.8% | -8.4% | +13.0% |
| 30D | +9.1% | +27.1% | -18.0% | +10.6% |
| 3M | +13.5% | +14.7% | -1.2% | +13.7% |
| 6M | +6.9% | -26.8% | +33.7% | +1.5% |
| All | +6.9% | -28.9% | +35.8% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling