+78.4%
TXN vs ABCL
-18.8%
+97.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.2% | +1.4% | +6.1% |
| 7D | -2.1% | +12.4% | -14.5% | -3.2% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | +3.9% | +80.4% | -76.5% | -3.4% |
| 6M | +3.8% | +138.5% | -134.8% | -7.8% |
| YTD | +74.2% | +265.5% | -191.3% | +45.3% |
| 1Y | +88.2% | +219.7% | -131.5% | +59.3% |
| 3Y | +124.0% | +209.4% | -85.4% | +78.7% |
| 5Y | +78.4% | -15.0% | +93.4% | +59.3% |
| All | +78.4% | -18.8% | +97.2% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling