+120.6%
IBM vs TXN
+58.9%
+61.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.3% |
| 7D | +3.6% | +2.7% | +0.9% | +3.3% |
| 30D | +1.5% | -6.7% | +8.3% | +2.2% |
| 3M | -12.9% | -8.9% | -4.0% | -12.9% |
| 6M | -3.9% | +34.7% | -38.6% | -12.2% |
| YTD | -17.3% | +53.3% | -70.7% | -27.1% |
| 1Y | -5.0% | +45.0% | -50.0% | -15.3% |
| 3Y | +78.2% | +73.1% | +5.1% | +46.7% |
| 5Y | +120.6% | +59.9% | +60.7% | +78.6% |
| All | +120.6% | +58.9% | +61.7% | +78.6% |
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