+725.5%
TXN vs TTMI
+522.4%
+203.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.6% |
| 7D | +2.2% | +12.2% | -10.0% | -0.7% |
| 30D | -9.5% | -5.7% | -3.8% | -8.6% |
| 3M | -10.5% | -27.5% | +16.9% | -4.5% |
| 6M | +35.4% | +47.1% | -11.8% | +20.0% |
| YTD | +51.8% | +87.5% | -35.7% | +24.6% |
| 1Y | +42.9% | +175.2% | -132.3% | +4.7% |
| 3Y | +71.3% | +901.9% | -830.6% | -11.5% |
| 5Y | +58.0% | +843.5% | -785.5% | -19.1% |
| 10Y | +393.3% | +1,077.0% | -683.7% | +129.4% |
| All | +725.5% | +522.4% | +203.0% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling