+2,413.6%
IBM vs TXN
+21,381.9%
-18,968.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | -6.9% | +7.2% | +2.2% |
| 3M | -21.6% | -14.9% | -6.7% | -19.2% |
| 6M | -4.7% | +29.0% | -33.7% | -14.9% |
| YTD | -19.1% | +51.5% | -70.6% | -31.4% |
| 1Y | -2.5% | +41.6% | -44.1% | -16.0% |
| 3Y | +74.2% | +65.8% | +8.3% | +39.0% |
| 5Y | +113.1% | +56.8% | +56.3% | +69.9% |
| 10Y | +133.5% | +387.5% | -253.9% | +30.0% |
| All | +2,413.6% | +21,381.9% | -18,968.3% | +290.4% |
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