+124.0%
TXN vs ALK
+21.9%
+102.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.1% | -0.5% | +4.7% |
| 7D | -2.1% | +8.9% | -11.0% | -4.3% |
| 30D | +4.7% | +5.9% | -1.2% | +2.9% |
| 3M | +3.9% | -16.5% | +20.4% | +8.6% |
| 6M | +3.8% | +2.1% | +1.7% | +1.7% |
| YTD | +74.2% | -17.1% | +91.3% | +77.9% |
| 1Y | +88.2% | -2.9% | +91.1% | +82.8% |
| 3Y | +124.0% | +24.5% | +99.5% | +101.8% |
| All | +124.0% | +21.9% | +102.0% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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