+229.6%
TXN vs ALC
+30.4%
+199.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.0% | -4.0% |
| 7D | +9.5% | -1.1% | +10.6% | +9.8% |
| 30D | +8.7% | +16.0% | -7.3% | +2.2% |
| 3M | +11.6% | +0.8% | +10.8% | +10.6% |
| 6M | +0.1% | +16.8% | -16.7% | -7.3% |
| YTD | +78.8% | -5.5% | +84.3% | +79.4% |
| 1Y | +91.2% | -5.3% | +96.5% | +91.5% |
| 3Y | +125.8% | +4.1% | +121.7% | +110.1% |
| 5Y | +83.8% | -7.1% | +90.8% | +77.7% |
| All | +229.6% | +30.4% | +199.2% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling