+45.8%
TXN vs AR
+22.7%
+23.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.7% | -1.2% | +3.9% | +2.5% |
| 30D | -6.7% | +5.5% | -12.3% | -6.1% |
| 3M | -8.9% | +12.9% | -21.8% | -7.5% |
| 6M | +34.7% | +0.1% | +34.6% | +35.9% |
| YTD | +53.3% | +13.5% | +39.8% | +53.1% |
| All | +45.8% | +22.7% | +23.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling