+58.0%
TXN vs ALK
-28.9%
+86.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -9.5% | -18.5% | +9.0% | -4.0% |
| 3M | -10.5% | -3.6% | -7.0% | -10.4% |
| 6M | +35.4% | -3.7% | +39.1% | +34.1% |
| YTD | +51.8% | -19.0% | +70.8% | +57.0% |
| 1Y | +42.9% | -36.0% | +79.0% | +58.5% |
| 3Y | +71.3% | +2.3% | +69.0% | +54.0% |
| 5Y | +58.0% | -27.8% | +85.8% | +54.1% |
| All | +58.0% | -28.9% | +86.9% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling