+2,562.9%
IBM vs TXN
+25,258.8%
-22,696.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.8% |
| 7D | +1.6% | +9.5% | -7.9% | -1.1% |
| 30D | +9.2% | +8.7% | +0.5% | +6.3% |
| 3M | +4.9% | +11.6% | -6.6% | +1.1% |
| 6M | +16.8% | +0.1% | +16.7% | +13.9% |
| YTD | -14.3% | +78.8% | -93.1% | -31.0% |
| 1Y | -16.7% | +91.2% | -107.9% | -34.4% |
| 3Y | +82.2% | +125.8% | -43.6% | +32.3% |
| 5Y | +149.9% | +83.8% | +66.2% | +89.8% |
| 10Y | +142.6% | +469.9% | -327.3% | +28.6% |
| All | +2,562.9% | +25,258.8% | -22,696.0% | +292.6% |
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