+71.3%
TXN vs ABCL
+105.4%
-34.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | -9.5% | +65.1% | -74.6% | -13.7% |
| 3M | -10.5% | +111.1% | -121.6% | -17.3% |
| 6M | +35.4% | +231.6% | -196.2% | +18.5% |
| YTD | +51.8% | +234.5% | -182.8% | +31.8% |
| 1Y | +42.9% | +174.3% | -131.4% | +25.8% |
| 3Y | +71.3% | +111.5% | -40.1% | +43.4% |
| All | +71.3% | +105.4% | -34.0% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling