+45.0%
TXN vs ABCL
+164.4%
-119.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | +2.7% | -2.7% | +5.4% | +2.8% |
| 30D | -6.7% | +18.3% | -25.0% | -7.4% |
| 3M | -8.9% | +108.5% | -117.4% | -13.2% |
| 6M | +34.7% | +213.9% | -179.2% | +23.2% |
| YTD | +53.3% | +223.1% | -169.8% | +39.1% |
| 1Y | +45.0% | +160.6% | -115.6% | +37.0% |
| All | +45.0% | +164.4% | -119.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling