+41.6%
TXN vs ALM
+318.3%
-276.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -0.1% | -2.6% | +2.5% | +0.2% |
| 30D | -6.9% | +32.0% | -38.9% | -9.8% |
| 3M | -14.9% | -15.0% | +0.1% | -14.6% |
| 6M | +29.0% | -10.1% | +39.1% | +27.5% |
| YTD | +51.5% | +99.4% | -48.0% | +44.1% |
| 1Y | +41.6% | +316.4% | -274.8% | +34.9% |
| All | +41.6% | +318.3% | -276.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling