+17.9%
NOW vs TXN
+69.9%
-52.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +20.5% | -6.9% | +27.5% | +20.9% |
| 3M | +18.3% | -14.9% | +33.3% | +18.9% |
| 6M | +24.1% | +29.0% | -4.9% | +12.3% |
| YTD | -7.8% | +51.5% | -59.3% | -22.4% |
| 1Y | -21.4% | +41.6% | -63.0% | -32.2% |
| All | +17.9% | +69.9% | -52.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling