-6.5%
IBM vs TXN
+43.5%
-50.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.7% |
| 7D | -0.3% | +2.0% | -2.3% | +0.1% |
| 30D | -1.8% | -8.0% | +6.1% | -3.6% |
| 3M | -13.5% | -7.8% | -5.7% | -15.1% |
| 6M | -5.1% | +32.4% | -37.5% | -6.5% |
| YTD | -19.4% | +51.7% | -71.1% | -21.6% |
| 1Y | -6.5% | +44.3% | -50.8% | -11.2% |
| All | -6.5% | +43.5% | -50.0% | -11.2% |
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