+56.4%
TXN vs AAL
-36.6%
+93.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | -8.0% | -16.0% | +8.0% | -3.3% |
| 3M | -7.8% | -4.2% | -3.5% | -7.2% |
| 6M | +32.4% | +15.7% | +16.8% | +25.4% |
| YTD | +51.7% | -16.2% | +67.9% | +56.1% |
| 1Y | +44.3% | +0.2% | +44.1% | +40.0% |
| 3Y | +71.3% | -8.1% | +79.4% | +59.0% |
| 5Y | +56.4% | -32.2% | +88.6% | +48.9% |
| All | +56.4% | -36.6% | +93.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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