+65.9%
TXN vs ALLE
+49.9%
+16.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.2% |
| 7D | -7.8% | -0.6% | -7.2% | -7.5% |
| 30D | -3.6% | +25.3% | -28.9% | -13.9% |
| 3M | +0.1% | +10.3% | -10.2% | -4.9% |
| 6M | -3.2% | +38.0% | -41.3% | -18.9% |
| YTD | +63.4% | +17.8% | +45.6% | +47.8% |
| 1Y | +75.6% | +13.6% | +62.0% | +62.0% |
| 3Y | +104.0% | +89.2% | +14.8% | +39.2% |
| All | +65.9% | +49.9% | +16.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling