+71.3%
TXN vs ALM
+2,327.9%
-2,256.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | -0.4% |
| 7D | +2.2% | +8.4% | -6.2% | +1.7% |
| 30D | -9.5% | +34.8% | -44.3% | -11.3% |
| 3M | -10.5% | +16.2% | -26.8% | -11.8% |
| 6M | +35.4% | +2.1% | +33.2% | +33.6% |
| YTD | +51.8% | +117.0% | -65.3% | +45.3% |
| 1Y | +42.9% | +313.9% | -270.9% | +33.3% |
| 3Y | +71.3% | +2,327.9% | -2,256.6% | +47.6% |
| All | +71.3% | +2,327.9% | -2,256.6% | +47.6% |
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