+56.4%
TXN vs AA
+5.3%
+51.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | 0.0% |
| 7D | +2.0% | -5.4% | +7.4% | +3.1% |
| 30D | -8.0% | -10.7% | +2.7% | -5.9% |
| 3M | -7.8% | -26.2% | +18.4% | -2.2% |
| 6M | +32.4% | -20.9% | +53.4% | +37.1% |
| YTD | +51.7% | -8.6% | +60.3% | +51.1% |
| 1Y | +44.3% | +57.4% | -13.1% | +26.3% |
| 3Y | +71.3% | +77.8% | -6.5% | +40.4% |
| 5Y | +56.4% | +2.7% | +53.7% | +37.3% |
| All | +56.4% | +5.3% | +51.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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