+1,872.1%
T vs TXN
+21,381.9%
-19,509.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.8% | -2.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +11.4% | -6.9% | +18.3% | +12.5% |
| 3M | +14.3% | -14.9% | +29.2% | +16.3% |
| 6M | -9.3% | +29.0% | -38.3% | -13.9% |
| YTD | +7.1% | +51.5% | -44.4% | -1.0% |
| 1Y | -9.1% | +41.6% | -50.7% | -15.2% |
| 3Y | +105.3% | +65.8% | +39.5% | +83.1% |
| 5Y | +66.8% | +56.8% | +10.0% | +48.6% |
| 10Y | +66.8% | +387.5% | -320.7% | +23.1% |
| All | +1,872.1% | +21,381.9% | -19,509.8% | +689.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling