+87.0%
TXN vs AS
+134.9%
-47.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -7.8% | +6.9% | -14.7% | -9.3% |
| 30D | -3.6% | +16.0% | -19.5% | -7.0% |
| 3M | +0.1% | -12.8% | +13.0% | +3.1% |
| 6M | -3.2% | -15.4% | +12.2% | +0.1% |
| YTD | +63.4% | -15.7% | +79.1% | +68.0% |
| 1Y | +75.6% | +6.1% | +69.5% | +70.5% |
| All | +87.0% | +134.9% | -47.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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