+20.3%
JPM vs TXN
+44.3%
-24.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.2% | -6.9% | +6.8% | +0.5% |
| 3M | +15.9% | -14.9% | +30.8% | +17.2% |
| 6M | +20.9% | +29.0% | -8.1% | +13.8% |
| YTD | +12.9% | +51.5% | -38.6% | +2.7% |
| 1Y | +20.3% | +41.6% | -21.3% | +9.3% |
| All | +20.3% | +44.3% | -24.0% | +9.3% |
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