+84.6%
TXN vs AA
-17.9%
+102.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.4% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | +8.7% | -0.6% | +9.3% | +8.9% |
| 3M | +11.6% | -19.7% | +31.2% | +16.8% |
| 6M | +0.1% | -41.6% | +41.7% | +11.7% |
| YTD | +78.8% | -24.6% | +103.4% | +85.6% |
| 1Y | +91.2% | +4.9% | +86.3% | +83.6% |
| 3Y | +125.8% | +66.8% | +59.0% | +87.3% |
| All | +84.6% | -17.9% | +102.6% | +74.2% |
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