+52.4%
GEV vs TXN
+97.5%
-45.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.1% |
| 7D | -5.1% | +1.0% | -6.2% | -5.6% |
| 30D | -15.8% | +6.1% | -22.0% | -18.2% |
| 3M | -18.2% | +10.4% | -28.5% | -22.1% |
| 6M | -22.4% | +12.6% | -34.9% | -25.8% |
| YTD | +27.7% | +83.5% | -55.7% | -2.8% |
| 1Y | +52.4% | +99.7% | -47.4% | +13.1% |
| All | +52.4% | +97.5% | -45.1% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling