+384.8%
NVDA vs TXN
+69.4%
+315.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | -4.3% | +2.0% | -6.3% | -5.1% |
| 30D | +0.5% | -8.0% | +8.5% | +4.1% |
| 3M | +9.1% | -7.8% | +16.8% | +12.3% |
| 6M | +18.5% | +32.4% | -14.0% | +1.0% |
| YTD | +17.4% | +51.7% | -34.3% | -8.2% |
| 1Y | +23.4% | +44.3% | -20.9% | -1.3% |
| All | +384.8% | +69.4% | +315.4% | +260.7% |
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 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