+71.9%
TXN vs ALB
-29.2%
+101.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +1.6% |
| 7D | +2.7% | -8.6% | +11.3% | +4.5% |
| 30D | -6.7% | -4.0% | -2.7% | -6.1% |
| 3M | -8.9% | -17.4% | +8.5% | -5.6% |
| 6M | +34.7% | -25.4% | +60.1% | +41.2% |
| YTD | +53.3% | -10.5% | +63.8% | +52.9% |
| 1Y | +45.0% | +75.8% | -30.8% | +22.5% |
| All | +71.9% | -29.2% | +101.1% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling