+816.4%
TXN vs AR
-27.2%
+843.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -0.1% | +2.5% | -2.6% | -0.4% |
| 30D | -6.9% | +14.8% | -21.7% | -8.4% |
| 3M | -14.9% | +6.2% | -21.2% | -15.7% |
| 6M | +29.0% | +4.3% | +24.7% | +27.7% |
| YTD | +51.5% | +14.4% | +37.1% | +48.0% |
| 1Y | +41.6% | +21.3% | +20.2% | +37.1% |
| 3Y | +65.8% | +39.8% | +26.0% | +56.6% |
| 5Y | +56.8% | +142.1% | -85.3% | +37.5% |
| 10Y | +387.5% | +52.0% | +335.4% | +312.8% |
| All | +816.4% | -27.2% | +843.6% | +728.7% |
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