+78.4%
TXN vs ALK
-29.1%
+107.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.1% | -0.5% | +4.5% |
| 7D | -2.1% | +8.9% | -11.0% | -4.6% |
| 30D | +4.7% | +5.9% | -1.2% | +2.6% |
| 3M | +3.9% | -16.5% | +20.4% | +9.0% |
| 6M | +3.8% | +2.1% | +1.7% | +1.3% |
| YTD | +74.2% | -17.1% | +91.3% | +78.3% |
| 1Y | +88.2% | -2.9% | +91.1% | +82.4% |
| 3Y | +124.0% | +24.5% | +99.5% | +86.5% |
| 5Y | +78.4% | -29.1% | +107.5% | +73.1% |
| All | +78.4% | -29.1% | +107.5% | +73.1% |
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