+125.8%
TXN vs ALM
+909.2%
-783.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.6% | -3.5% |
| 7D | +9.5% | +1.2% | +8.2% | +9.3% |
| 30D | +8.7% | -19.3% | +28.0% | +10.4% |
| 3M | +11.6% | -40.6% | +52.2% | +15.4% |
| 6M | +0.1% | -57.9% | +58.0% | +5.3% |
| YTD | +78.8% | -6.7% | +85.5% | +80.1% |
| 1Y | +91.2% | +20.2% | +71.0% | +90.2% |
| 3Y | +125.8% | +879.4% | -753.6% | +93.4% |
| All | +125.8% | +909.2% | -783.4% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling