+92.3%
TXN vs ALAB
+322.1%
-229.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.5% |
| 7D | +9.5% | +16.3% | -6.9% | +7.2% |
| 30D | +8.7% | -26.1% | +34.8% | +12.5% |
| 3M | +11.6% | -31.3% | +42.9% | +15.9% |
| 6M | +0.1% | -1.0% | +1.1% | -0.2% |
| YTD | +78.8% | +33.3% | +45.5% | +70.6% |
| 1Y | +91.2% | +53.5% | +37.7% | +78.6% |
| All | +92.3% | +322.1% | -229.8% | +48.2% |
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