+130.4%
TXN vs ARWR
+85.8%
+44.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -0.5% | -19.9% | +19.4% | +2.7% |
| 30D | +10.5% | -18.7% | +29.2% | +13.7% |
| 3M | +10.7% | -44.7% | +55.4% | +20.8% |
| 6M | +5.1% | -36.5% | +41.6% | +11.6% |
| YTD | +82.5% | -25.7% | +108.1% | +88.1% |
| 1Y | +98.2% | +18.9% | +79.2% | +89.1% |
| All | +130.4% | +85.8% | +44.7% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling