+136.0%
GOOG vs TXN
+60.4%
+75.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.1% |
| 7D | 0.0% | +4.0% | -3.9% | -1.4% |
| 30D | -2.0% | -2.9% | +0.9% | -1.1% |
| 3M | -5.9% | -9.1% | +3.2% | -3.5% |
| 6M | +8.9% | +36.6% | -27.7% | -7.5% |
| YTD | +7.1% | +57.5% | -50.4% | -15.4% |
| 1Y | +39.7% | +49.5% | -9.8% | +12.3% |
| 3Y | +145.8% | +76.5% | +69.3% | +64.7% |
| All | +136.0% | +60.4% | +75.6% | +61.1% |
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 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