+59.9%
TXN vs ALL
+115.1%
-55.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.7% | -2.2% | +4.9% | +2.9% |
| 30D | -6.7% | -5.6% | -1.1% | -6.2% |
| 3M | -8.9% | +17.2% | -26.2% | -11.4% |
| 6M | +34.7% | +23.2% | +11.4% | +29.7% |
| YTD | +53.3% | +23.6% | +29.7% | +47.4% |
| 1Y | +45.0% | +29.2% | +15.9% | +38.2% |
| 3Y | +73.1% | +153.8% | -80.7% | +43.0% |
| 5Y | +59.9% | +116.1% | -56.2% | +44.6% |
| All | +59.9% | +115.1% | -55.2% | +44.6% |
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