+11,641.0%
TXN vs ARWR
-97.0%
+11,738.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.1% | +1.7% | -1.8% | -0.1% |
| 30D | -6.9% | -0.7% | -6.3% | -6.9% |
| 3M | -14.9% | +14.9% | -29.8% | -15.0% |
| 6M | +29.0% | +32.6% | -3.6% | +28.8% |
| YTD | +51.5% | +30.0% | +21.4% | +51.3% |
| 1Y | +41.6% | +208.4% | -166.8% | +40.8% |
| 3Y | +65.8% | +208.8% | -143.0% | +64.7% |
| 5Y | +56.8% | +27.8% | +29.0% | +56.0% |
| 10Y | +387.5% | +1,107.6% | -720.1% | +382.6% |
| All | +11,641.0% | -97.0% | +11,738.0% | +13,714.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling