+71.9%
TXN vs AG
+278.6%
-206.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.8% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -6.7% | +12.5% | -19.2% | -8.3% |
| 3M | -8.9% | +28.2% | -37.1% | -12.2% |
| 6M | +34.7% | -18.8% | +53.5% | +36.1% |
| YTD | +53.3% | +27.4% | +25.9% | +45.4% |
| 1Y | +45.0% | +132.2% | -87.1% | +26.5% |
| All | +71.9% | +278.6% | -206.8% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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