+59.6%
TXN vs AU
+686.2%
-626.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.8% |
| 7D | +4.0% | -4.3% | +8.2% | +4.5% |
| 30D | -2.9% | +7.3% | -10.2% | -3.8% |
| 3M | -9.1% | +26.3% | -35.4% | -11.8% |
| 6M | +36.6% | +1.8% | +34.9% | +35.0% |
| YTD | +57.5% | +26.8% | +30.7% | +52.2% |
| 1Y | +49.5% | +66.7% | -17.2% | +40.6% |
| 3Y | +76.5% | +579.1% | -502.5% | +41.7% |
| All | +59.6% | +686.2% | -626.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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