+71.3%
TXN vs ALC
-15.5%
+86.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.7% |
| 7D | +2.2% | -3.7% | +5.9% | +3.1% |
| 30D | -9.5% | -3.7% | -5.7% | -8.7% |
| 3M | -10.5% | +4.6% | -15.1% | -12.0% |
| 6M | +35.4% | -14.6% | +50.0% | +41.2% |
| YTD | +51.8% | -11.9% | +63.6% | +56.3% |
| 1Y | +42.9% | -13.1% | +56.1% | +47.8% |
| 3Y | +71.3% | -15.0% | +86.3% | +74.6% |
| All | +71.3% | -15.5% | +86.9% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling