+106.1%
T vs TXN
+69.4%
+36.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.6% |
| 7D | -2.4% | +2.0% | -4.4% | -2.4% |
| 30D | +4.3% | -8.0% | +12.3% | +4.3% |
| 3M | +11.6% | -7.8% | +19.3% | +11.3% |
| 6M | -5.6% | +32.4% | -38.0% | -7.3% |
| YTD | +6.6% | +51.7% | -45.1% | +4.4% |
| 1Y | -8.4% | +44.3% | -52.7% | -10.2% |
| All | +106.1% | +69.4% | +36.8% | +89.4% |
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