+67.3%
TXN vs AR
+74.0%
-6.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -7.8% | -14.3% | +6.5% | -5.7% |
| 30D | -3.6% | +1.4% | -5.0% | -3.8% |
| 3M | +0.1% | +3.4% | -3.3% | -0.7% |
| 6M | -3.2% | -2.1% | -1.1% | -3.5% |
| YTD | +63.4% | +4.7% | +58.7% | +59.3% |
| 1Y | +75.6% | +10.6% | +65.0% | +69.1% |
| 3Y | +104.0% | +24.6% | +79.4% | +89.4% |
| All | +67.3% | +74.0% | -6.8% | +40.2% |
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 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