+71.0%
TXN vs ALLE
+50.9%
+20.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | -6.9% | -6.8% | -0.1% | -3.9% |
| 3M | -14.9% | +21.0% | -36.0% | -23.3% |
| 6M | +29.0% | +1.1% | +27.9% | +27.8% |
| YTD | +51.5% | -0.5% | +52.0% | +49.7% |
| 1Y | +41.6% | -7.3% | +48.8% | +45.5% |
| All | +71.0% | +50.9% | +20.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling