+179.2%
TXN vs ALC
+24.0%
+155.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.7% |
| 7D | -0.1% | -2.1% | +2.0% | +0.7% |
| 30D | -6.9% | -0.1% | -6.8% | -7.1% |
| 3M | -14.9% | +5.9% | -20.8% | -17.5% |
| 6M | +29.0% | -15.9% | +44.9% | +37.1% |
| YTD | +51.5% | -10.1% | +61.6% | +55.7% |
| 1Y | +41.6% | -10.2% | +51.8% | +45.3% |
| 3Y | +65.8% | -13.6% | +79.4% | +68.7% |
| 5Y | +56.8% | -15.1% | +72.0% | +58.3% |
| All | +179.2% | +24.0% | +155.2% | +132.5% |
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 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