+970.8%
TXN vs AR
-30.5%
+1,001.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.3% | +4.1% | +7.9% |
| 7D | -3.8% | -5.8% | +1.9% | -3.2% |
| 30D | +6.4% | +4.8% | +1.6% | +5.9% |
| 3M | +7.7% | +1.5% | +6.2% | +7.3% |
| 6M | +5.5% | +4.7% | +0.8% | +4.5% |
| YTD | +77.0% | +9.2% | +67.8% | +73.6% |
| 1Y | +91.2% | +11.2% | +80.1% | +87.0% |
| 3Y | +121.5% | +46.2% | +75.3% | +108.4% |
| 5Y | +84.9% | +98.1% | -13.1% | +65.4% |
| 10Y | +469.9% | +54.5% | +415.3% | +381.6% |
| All | +970.8% | -30.5% | +1,001.3% | +872.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling