+56.4%
TXN vs A
-16.6%
+73.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.6% |
| 7D | +2.0% | -4.6% | +6.5% | +3.8% |
| 30D | -8.0% | -4.3% | -3.7% | -6.5% |
| 3M | -7.8% | +8.9% | -16.7% | -11.3% |
| 6M | +32.4% | +24.5% | +7.9% | +18.6% |
| YTD | +51.7% | +5.8% | +45.9% | +46.2% |
| 1Y | +44.3% | +16.2% | +28.1% | +32.3% |
| 3Y | +71.3% | +28.5% | +42.8% | +45.6% |
| 5Y | +56.4% | -16.3% | +72.7% | +57.9% |
| All | +56.4% | -16.6% | +73.0% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling