+0.1%
TXN vs ALM
-62.1%
+62.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.6% | -4.6% |
| 7D | +9.5% | +1.2% | +8.2% | +8.9% |
| 30D | +8.7% | -19.3% | +28.0% | +13.4% |
| 3M | +11.6% | -40.6% | +52.2% | +21.4% |
| 6M | +0.1% | -57.9% | +58.0% | +20.0% |
| All | +0.1% | -62.1% | +62.2% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling