+20,389.3%
TXN vs AA
+295.2%
+20,094.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -6.9% | +5.0% | -11.9% | -8.5% |
| 3M | -14.9% | -35.8% | +20.9% | -4.3% |
| 6M | +29.0% | -18.4% | +47.4% | +33.9% |
| YTD | +51.5% | -5.5% | +56.9% | +49.3% |
| 1Y | +41.6% | +61.0% | -19.4% | +18.3% |
| 3Y | +65.8% | +66.2% | -0.4% | +29.5% |
| 5Y | +56.8% | +11.4% | +45.4% | +24.5% |
| 10Y | +387.5% | +116.9% | +270.6% | +154.9% |
| All | +20,389.3% | +295.2% | +20,094.2% | +5,277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling