+88.6%
TXN vs ABCL
-81.3%
+169.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -0.1% | +0.7% | -0.8% | -0.1% |
| 30D | -6.9% | +93.1% | -100.0% | -13.4% |
| 3M | -14.9% | +79.4% | -94.4% | -20.8% |
| 6M | +29.0% | +214.9% | -185.9% | +12.3% |
| YTD | +51.5% | +234.2% | -182.7% | +30.1% |
| 1Y | +41.6% | +174.8% | -133.2% | +23.2% |
| 3Y | +65.8% | +104.5% | -38.7% | +42.0% |
| 5Y | +56.8% | -39.0% | +95.8% | +44.8% |
| All | +88.6% | -81.3% | +169.9% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling