+904.8%
TXN vs ALLE
+336.8%
+568.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.7% |
| 30D | +6.4% | +25.9% | -19.5% | -5.8% |
| 3M | +7.7% | +14.9% | -7.2% | -0.2% |
| 6M | +5.5% | +42.1% | -36.6% | -13.6% |
| YTD | +77.0% | +20.4% | +56.6% | +57.3% |
| 1Y | +91.2% | +14.9% | +76.4% | +74.2% |
| 3Y | +121.5% | +90.1% | +31.4% | +51.8% |
| 5Y | +84.9% | +53.0% | +31.9% | +39.6% |
| 10Y | +469.9% | +208.8% | +261.0% | +189.4% |
| All | +904.8% | +336.8% | +568.1% | +346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling