+34.4%
NVDA vs TXN
+44.3%
-9.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +5.1% | -6.9% | +12.0% | +6.5% |
| 3M | +5.4% | -14.9% | +20.3% | +8.1% |
| 6M | +26.0% | +29.0% | -3.0% | +24.0% |
| YTD | +23.7% | +51.5% | -27.8% | +20.1% |
| 1Y | +34.4% | +41.6% | -7.2% | +29.7% |
| All | +34.4% | +44.3% | -9.9% | +29.7% |
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