+32.4%
TXN vs AU
-3.1%
+35.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.2% |
| 7D | +2.0% | -7.0% | +8.9% | +3.4% |
| 30D | -8.0% | +7.3% | -15.3% | -9.7% |
| 3M | -7.8% | +33.2% | -41.0% | -14.6% |
| 6M | +32.4% | -0.6% | +33.0% | +30.4% |
| All | +32.4% | -3.1% | +35.5% | +30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling