+419.8%
TXN vs TTMI
+1,127.6%
-707.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.5% | +2.8% |
| 7D | +4.0% | +0.7% | +3.3% | +3.7% |
| 30D | -2.9% | -8.4% | +5.6% | -0.6% |
| 3M | -9.1% | -32.5% | +23.4% | +1.1% |
| 6M | +36.6% | +32.5% | +4.2% | +20.8% |
| YTD | +57.5% | +83.2% | -25.8% | +22.1% |
| 1Y | +49.5% | +161.7% | -112.1% | -0.5% |
| 3Y | +76.5% | +890.1% | -813.6% | -31.5% |
| 5Y | +62.4% | +832.4% | -770.1% | -38.3% |
| All | +419.8% | +1,127.6% | -707.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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