+11,024.8%
JPM vs TXN
+21,421.8%
-10,397.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.4% | +2.2% | -2.6% | -1.1% |
| 30D | -1.1% | -9.5% | +8.4% | +2.1% |
| 3M | +14.1% | -10.5% | +24.7% | +17.2% |
| 6M | +23.3% | +35.4% | -12.1% | +8.5% |
| YTD | +11.3% | +51.8% | -40.5% | -6.4% |
| 1Y | +23.0% | +42.9% | -19.9% | +5.2% |
| 3Y | +162.6% | +71.3% | +91.2% | +104.7% |
| 5Y | +152.8% | +58.0% | +94.7% | +99.8% |
| 10Y | +583.6% | +393.3% | +190.4% | +260.8% |
| All | +11,024.8% | +21,421.8% | -10,397.0% | +1,326.4% |
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