+774.1%
TXN vs A
+457.0%
+317.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -0.1% | -1.9% | +1.9% | +0.8% |
| 30D | -6.9% | +6.9% | -13.9% | -9.9% |
| 3M | -14.9% | +9.2% | -24.2% | -18.7% |
| 6M | +29.0% | +25.7% | +3.3% | +13.4% |
| YTD | +51.5% | +11.5% | +39.9% | +40.4% |
| 1Y | +41.6% | +18.4% | +23.2% | +27.0% |
| 3Y | +65.8% | +26.6% | +39.2% | +41.2% |
| 5Y | +56.8% | -12.8% | +69.6% | +55.6% |
| 10Y | +387.5% | +247.2% | +140.3% | +153.7% |
| All | +774.1% | +457.0% | +317.1% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling