+58.0%
TXN vs ALLY
-0.2%
+58.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.4% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | -9.5% | -3.3% | -6.2% | -8.5% |
| 3M | -10.5% | +0.5% | -11.0% | -10.9% |
| 6M | +35.4% | +12.6% | +22.8% | +28.7% |
| YTD | +51.8% | -4.7% | +56.4% | +52.9% |
| 1Y | +42.9% | +5.2% | +37.7% | +38.2% |
| 3Y | +71.3% | +66.5% | +4.9% | +38.7% |
| 5Y | +58.0% | +0.2% | +57.8% | +46.5% |
| All | +58.0% | -0.2% | +58.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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