+58.0%
TXN vs AR
+140.6%
-82.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | -9.5% | +12.6% | -22.1% | -11.2% |
| 3M | -10.5% | +10.0% | -20.6% | -12.2% |
| 6M | +35.4% | +0.6% | +34.7% | +34.2% |
| YTD | +51.8% | +13.4% | +38.3% | +46.6% |
| 1Y | +42.9% | +21.7% | +21.2% | +35.7% |
| 3Y | +71.3% | +45.8% | +25.5% | +55.6% |
| 5Y | +58.0% | +144.3% | -86.2% | +29.1% |
| All | +58.0% | +140.6% | -82.6% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling