+23.5%
NVDA vs TXN
+49.4%
-25.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.8% |
| 7D | -5.1% | +4.0% | -9.1% | -5.9% |
| 30D | -2.5% | -2.9% | +0.4% | -2.0% |
| 3M | +6.7% | -9.1% | +15.8% | +8.5% |
| 6M | +17.6% | +36.6% | -19.0% | +14.5% |
| YTD | +17.3% | +57.5% | -40.2% | +12.5% |
| 1Y | +23.5% | +49.5% | -26.0% | +19.7% |
| All | +23.5% | +49.4% | -25.9% | +19.7% |
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