+91.2%
TXN vs ALM
+19.0%
+72.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.6% | -3.9% |
| 7D | +9.5% | +1.2% | +8.2% | +9.1% |
| 30D | +8.7% | -19.3% | +28.0% | +11.6% |
| 3M | +11.6% | -40.6% | +52.2% | +18.0% |
| 6M | +0.1% | -57.9% | +58.0% | +9.3% |
| YTD | +78.8% | -6.7% | +85.5% | +85.6% |
| 1Y | +91.2% | +20.2% | +71.0% | +95.8% |
| All | +91.2% | +19.0% | +72.3% | +95.8% |
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