+127.8%
AAPL vs TXN
+60.4%
+67.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.3% |
| 7D | +3.8% | +4.0% | -0.1% | +2.3% |
| 30D | +9.9% | -2.9% | +12.8% | +10.9% |
| 3M | +12.5% | -9.1% | +21.6% | +14.8% |
| 6M | +27.6% | +36.6% | -9.0% | +6.3% |
| YTD | +22.6% | +57.5% | -34.9% | -5.7% |
| 1Y | +45.0% | +49.5% | -4.6% | +13.8% |
| 3Y | +87.8% | +76.5% | +11.2% | +23.6% |
| All | +127.8% | +60.4% | +67.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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