+76.5%
TXN vs AGI
+206.1%
-129.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | +4.0% | -2.7% | +6.7% | +4.3% |
| 30D | -2.9% | +7.2% | -10.1% | -3.7% |
| 3M | -9.1% | +4.3% | -13.4% | -9.9% |
| 6M | +36.6% | -27.1% | +63.7% | +39.6% |
| YTD | +57.5% | -6.6% | +64.1% | +57.1% |
| 1Y | +49.5% | +9.5% | +40.0% | +46.6% |
| 3Y | +76.5% | +208.4% | -131.9% | +51.3% |
| All | +76.5% | +206.1% | -129.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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