+2,536.4%
IBM vs TXN
+26,000.6%
-23,464.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -0.3% | +12.3% | -12.6% | -3.6% |
| 30D | +6.8% | +9.1% | -2.3% | +3.8% |
| 3M | +4.4% | +13.5% | -9.1% | +0.1% |
| 6M | +13.2% | +6.9% | +6.3% | +8.3% |
| YTD | -15.1% | +84.0% | -99.2% | -32.2% |
| 1Y | -20.2% | +95.8% | -116.0% | -37.5% |
| 3Y | +79.3% | +130.3% | -51.0% | +29.5% |
| 5Y | +147.5% | +89.2% | +58.3% | +86.4% |
| 10Y | +140.2% | +486.5% | -346.4% | +26.3% |
| All | +2,536.4% | +26,000.6% | -23,464.2% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling