+59.9%
TXN vs ALM
+958.0%
-898.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.2% | +1.3% |
| 7D | +2.7% | +3.6% | -1.0% | +2.4% |
| 30D | -6.7% | +33.8% | -40.5% | -8.3% |
| 3M | -8.9% | +14.8% | -23.7% | -9.9% |
| 6M | +34.7% | -7.0% | +41.6% | +33.8% |
| YTD | +53.3% | +108.1% | -54.7% | +47.9% |
| 1Y | +45.0% | +313.8% | -268.7% | +36.5% |
| 3Y | +73.1% | +2,227.6% | -2,154.5% | +52.1% |
| 5Y | +59.9% | +956.6% | -896.7% | +41.6% |
| All | +59.9% | +958.0% | -898.1% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling