+53.7%
TXN vs TTMI
+800.2%
-746.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.6% |
| 7D | +2.0% | +6.0% | -4.1% | +0.1% |
| 30D | -8.0% | -6.4% | -1.5% | -6.7% |
| 3M | -7.8% | -28.9% | +21.2% | +0.2% |
| 6M | +32.4% | +26.9% | +5.5% | +21.3% |
| YTD | +51.7% | +77.3% | -25.6% | +23.6% |
| 1Y | +44.3% | +147.5% | -103.2% | +2.9% |
| 3Y | +71.3% | +847.6% | -776.4% | -27.4% |
| All | +53.7% | +800.2% | -746.5% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling