+125.8%
TXN vs A
+64.5%
+61.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | +9.5% | -0.5% | +9.9% | +9.6% |
| 30D | +8.7% | 0.0% | +8.7% | +8.9% |
| 3M | +11.6% | +16.7% | -5.1% | +5.8% |
| 6M | +0.1% | +54.8% | -54.7% | -14.9% |
| YTD | +78.8% | +28.8% | +50.0% | +63.4% |
| 1Y | +91.2% | +19.3% | +71.9% | +81.1% |
| 3Y | +125.8% | +65.5% | +60.3% | +95.7% |
| All | +125.8% | +64.5% | +61.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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