+46.1%
GOOGL vs TXN
+44.3%
+1.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -2.3% | -0.1% | -2.3% | -2.3% |
| 30D | -6.6% | -6.9% | +0.3% | -5.8% |
| 3M | -9.0% | -14.9% | +5.9% | -7.3% |
| 6M | +11.8% | +29.0% | -17.2% | +6.5% |
| YTD | +8.3% | +51.5% | -43.2% | +1.5% |
| 1Y | +46.1% | +41.6% | +4.6% | +32.9% |
| All | +46.1% | +44.3% | +1.8% | +32.9% |
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 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