+20,639.1%
TXN vs AIG
-22.8%
+20,661.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | -6.7% | -3.3% | -3.4% | -6.2% |
| 3M | -8.9% | +2.2% | -11.1% | -9.5% |
| 6M | +34.7% | -2.1% | +36.8% | +34.8% |
| YTD | +53.3% | -11.2% | +64.5% | +55.9% |
| 1Y | +45.0% | -2.1% | +47.2% | +44.5% |
| 3Y | +73.1% | +34.4% | +38.7% | +62.6% |
| 5Y | +59.9% | +53.7% | +6.2% | +45.4% |
| 10Y | +415.7% | +64.4% | +351.3% | +344.7% |
| All | +20,639.1% | -22.8% | +20,661.8% | +9,363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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