+45.8%
TXN vs ALC
-13.3%
+59.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +2.7% | -5.3% | +7.9% | +2.9% |
| 30D | -6.7% | -7.1% | +0.3% | -6.4% |
| 3M | -8.9% | +0.8% | -9.7% | -9.1% |
| 6M | +34.7% | -16.0% | +50.7% | +40.5% |
| YTD | +53.3% | -12.7% | +66.1% | +57.8% |
| All | +45.8% | -13.3% | +59.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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