+110.7%
TXN vs AS
+125.3%
-14.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.5% |
| 7D | +12.3% | -3.6% | +16.0% | +13.3% |
| 30D | +9.1% | +3.4% | +5.7% | +8.1% |
| 3M | +13.5% | -8.6% | +22.1% | +15.6% |
| 6M | +6.9% | -10.0% | +17.0% | +9.1% |
| YTD | +84.0% | -19.2% | +103.2% | +91.1% |
| 1Y | +95.8% | -3.8% | +99.6% | +94.6% |
| All | +110.7% | +125.3% | -14.6% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling