+138.3%
GOOGL vs TXN
+57.5%
+80.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.0% |
| 7D | -2.8% | +2.0% | -4.8% | -3.6% |
| 30D | -3.2% | -8.0% | +4.8% | -0.4% |
| 3M | -6.6% | -7.8% | +1.1% | -5.0% |
| 6M | +8.5% | +32.4% | -24.0% | -6.9% |
| YTD | +6.5% | +51.7% | -45.2% | -14.7% |
| 1Y | +39.4% | +44.3% | -4.9% | +13.6% |
| 3Y | +146.2% | +71.3% | +74.9% | +66.6% |
| 5Y | +138.3% | +56.4% | +81.9% | +61.7% |
| All | +138.3% | +57.5% | +80.8% | +61.7% |
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