+89.0%
TXN vs ARWR
-36.3%
+125.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -0.5% | -19.9% | +19.4% | +2.9% |
| 30D | +10.5% | -18.7% | +29.2% | +14.0% |
| 3M | +10.7% | -44.7% | +55.4% | +21.4% |
| 6M | +5.1% | -36.5% | +41.6% | +12.0% |
| YTD | +82.5% | -25.7% | +108.1% | +88.4% |
| 1Y | +98.2% | +18.9% | +79.2% | +87.8% |
| 3Y | +128.4% | +83.1% | +45.3% | +84.4% |
| 5Y | +89.0% | -34.9% | +123.9% | +73.2% |
| All | +89.0% | -36.3% | +125.3% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling