+16.1%
JPM vs TXN
+97.5%
-81.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +3.8% | +1.0% | +2.7% | +3.7% |
| 30D | +6.5% | +6.1% | +0.3% | +5.9% |
| 3M | -1.0% | +10.4% | -11.4% | -2.0% |
| 6M | +15.5% | +12.6% | +3.0% | +13.3% |
| YTD | +11.4% | +83.5% | -72.1% | -2.2% |
| 1Y | +16.1% | +99.7% | -83.7% | -0.9% |
| All | +16.1% | +97.5% | -81.4% | -0.9% |
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