+10,692.5%
TXN vs ALL
+3,667.9%
+7,024.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -6.9% | -1.5% | -5.5% | -6.7% |
| 3M | -14.9% | +23.6% | -38.6% | -22.0% |
| 6M | +29.0% | +22.3% | +6.7% | +18.6% |
| YTD | +51.5% | +26.5% | +25.0% | +37.4% |
| 1Y | +41.6% | +27.0% | +14.6% | +27.8% |
| 3Y | +65.8% | +149.6% | -83.8% | +14.9% |
| 5Y | +56.8% | +118.1% | -61.3% | +11.1% |
| 10Y | +387.5% | +369.0% | +18.5% | +159.5% |
| All | +10,692.5% | +3,667.9% | +7,024.6% | +2,711.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling