+136.4%
BAC vs TXN
+70.9%
+65.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +1.2% | +2.2% | -1.0% | +0.7% |
| 30D | -0.7% | -9.5% | +8.8% | +1.4% |
| 3M | +16.9% | -10.5% | +27.5% | +18.9% |
| 6M | +29.6% | +35.4% | -5.8% | +15.2% |
| YTD | +15.3% | +51.8% | -36.5% | -2.0% |
| 1Y | +28.8% | +42.9% | -14.1% | +11.5% |
| 3Y | +136.4% | +71.3% | +65.0% | +70.3% |
| All | +136.4% | +70.9% | +65.5% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling