-6.4%
T vs TXN
+97.5%
-103.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.0% |
| 7D | +5.5% | +1.0% | +4.4% | +5.5% |
| 30D | -8.9% | +6.1% | -15.1% | -8.6% |
| 3M | -5.6% | +10.4% | -15.9% | -5.1% |
| 6M | -14.3% | +12.6% | -26.9% | -14.7% |
| YTD | -7.9% | +83.5% | -91.4% | -10.3% |
| 1Y | -6.4% | +99.7% | -106.1% | -8.8% |
| All | -6.4% | +97.5% | -103.9% | -8.8% |
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