+63.1%
TXN vs ALAB
+441.3%
-378.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.3% | -0.4% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | -8.0% | -8.8% | +0.8% | -7.0% |
| 3M | -7.8% | -14.0% | +6.2% | -6.6% |
| 6M | +32.4% | +144.3% | -111.9% | +20.9% |
| YTD | +51.7% | +71.0% | -19.3% | +41.4% |
| 1Y | +44.3% | +23.5% | +20.8% | +37.7% |
| All | +63.1% | +441.3% | -378.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling