+1,611.9%
BE vs TXN
+69.4%
+1,542.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.3% |
| 7D | +9.7% | +2.0% | +7.8% | +8.4% |
| 30D | +22.4% | -8.0% | +30.4% | +29.1% |
| 3M | +10.4% | -7.8% | +18.1% | +19.4% |
| 6M | +67.9% | +32.4% | +35.4% | +50.4% |
| YTD | +197.5% | +51.7% | +145.8% | +149.3% |
| 1Y | +310.6% | +44.3% | +266.3% | +251.7% |
| All | +1,611.9% | +69.4% | +1,542.5% | +1,043.9% |
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