+493.3%
TXN vs TTD
+438.1%
+55.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.3% |
| 7D | +12.3% | +20.8% | -8.4% | +9.2% |
| 30D | +9.1% | +27.1% | -18.0% | +5.1% |
| 3M | +13.5% | +14.7% | -1.2% | +10.7% |
| 6M | +6.9% | -26.8% | +33.7% | +10.0% |
| YTD | +84.0% | -59.2% | +143.3% | +105.1% |
| 1Y | +95.8% | -64.7% | +160.4% | +123.3% |
| 3Y | +130.3% | -75.8% | +206.2% | +162.0% |
| 5Y | +89.2% | -84.6% | +173.7% | +115.7% |
| 10Y | +486.5% | +507.9% | -21.3% | +307.3% |
| All | +493.3% | +438.1% | +55.2% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling