+2.6%
NOW vs TXN
+58.3%
-55.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | -6.1% | +2.2% | -8.3% | -6.7% |
| 30D | +7.5% | -9.5% | +17.0% | +10.4% |
| 3M | +17.5% | -10.5% | +28.1% | +19.0% |
| 6M | +7.9% | +35.4% | -27.4% | -13.5% |
| YTD | -12.4% | +51.8% | -64.1% | -35.7% |
| 1Y | -28.6% | +42.9% | -71.5% | -45.9% |
| 3Y | +11.8% | +71.3% | -59.5% | -33.0% |
| 5Y | +2.6% | +58.0% | -55.4% | -35.2% |
| All | +2.6% | +58.3% | -55.6% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling