+91.2%
TXN vs ALB
-15.8%
+107.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.6% |
| 7D | +9.5% | -5.8% | +15.2% | +10.4% |
| 30D | +8.7% | -4.5% | +13.2% | +9.3% |
| 3M | +11.6% | -28.1% | +39.7% | +17.0% |
| 6M | +0.1% | -53.2% | +53.3% | +10.0% |
| YTD | +78.8% | -33.3% | +112.1% | +81.0% |
| 1Y | +91.2% | -17.4% | +108.6% | +88.5% |
| All | +91.2% | -15.8% | +107.0% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling