+750.7%
TXN vs ALLY
+124.8%
+625.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | +3.7% | -3.8% | -1.3% |
| 30D | -6.9% | -2.3% | -4.7% | -6.3% |
| 3M | -14.9% | +3.8% | -18.8% | -16.2% |
| 6M | +29.0% | +9.7% | +19.3% | +24.2% |
| YTD | +51.5% | -1.4% | +52.9% | +50.8% |
| 1Y | +41.6% | +8.2% | +33.3% | +36.0% |
| 3Y | +65.8% | +66.5% | -0.7% | +35.3% |
| 5Y | +56.8% | +1.2% | +55.6% | +44.7% |
| 10Y | +387.5% | +191.4% | +196.0% | +200.9% |
| All | +750.7% | +124.8% | +625.9% | +468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling