+632.4%
GEV vs TXN
+70.3%
+562.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +2.0% |
| 7D | +1.6% | +4.0% | -2.3% | -0.1% |
| 30D | -7.9% | -2.9% | -5.1% | -6.7% |
| 3M | +5.6% | -9.1% | +14.7% | +10.1% |
| 6M | +13.1% | +36.6% | -23.6% | -0.3% |
| YTD | +46.7% | +57.5% | -10.7% | +21.5% |
| 1Y | +51.3% | +49.5% | +1.8% | +27.8% |
| All | +632.4% | +70.3% | +562.1% | +441.5% |
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