+1,121.7%
TXN vs ALM
+3,551.9%
-2,430.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.6% | -2.9% |
| 7D | +9.5% | +1.2% | +8.2% | +9.5% |
| 30D | +8.7% | -19.3% | +28.0% | +8.8% |
| 3M | +11.6% | -40.6% | +52.2% | +11.7% |
| 6M | +0.1% | -57.9% | +58.0% | +0.3% |
| YTD | +78.8% | -6.7% | +85.5% | +78.9% |
| 1Y | +91.2% | +20.2% | +71.0% | +91.2% |
| 3Y | +125.8% | +879.4% | -753.6% | +125.3% |
| 5Y | +83.8% | +415.3% | -331.5% | +83.4% |
| 10Y | +469.9% | +2,100.8% | -1,630.9% | +468.9% |
| All | +1,121.7% | +3,551.9% | -2,430.1% | +1,125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling