+1,318.5%
TXN vs AG
+445.6%
+872.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | -6.9% | +19.2% | -26.1% | -8.6% |
| 3M | -14.9% | +6.2% | -21.1% | -15.7% |
| 6M | +29.0% | -26.7% | +55.7% | +31.6% |
| YTD | +51.5% | +26.1% | +25.4% | +46.1% |
| 1Y | +41.6% | +131.7% | -90.1% | +28.3% |
| 3Y | +65.8% | +255.3% | -189.5% | +40.8% |
| 5Y | +56.8% | +61.9% | -5.1% | +39.2% |
| 10Y | +387.5% | +72.0% | +315.4% | +302.1% |
| All | +1,318.5% | +445.6% | +872.9% | +728.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling