+89.0%
TXN vs ALL
+158.6%
-69.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | -0.5% | -2.6% | +2.0% | -0.3% |
| 30D | +10.5% | +12.7% | -2.2% | +9.2% |
| 3M | +10.7% | +0.4% | +10.3% | +10.6% |
| 6M | +5.1% | +23.8% | -18.7% | +1.4% |
| YTD | +82.5% | +27.8% | +54.7% | +74.9% |
| 1Y | +98.2% | +28.9% | +69.3% | +89.7% |
| 3Y | +128.4% | +113.9% | +14.5% | +97.5% |
| 5Y | +89.0% | +157.4% | -68.4% | +63.1% |
| All | +89.0% | +158.6% | -69.6% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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