+64.7%
TXN vs AUR
-36.7%
+101.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.8% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | -8.0% | -8.9% | +0.9% | -7.1% |
| 3M | -7.8% | +4.6% | -12.4% | -8.4% |
| 6M | +32.4% | +44.9% | -12.4% | +26.0% |
| YTD | +51.7% | +64.8% | -13.1% | +41.8% |
| 1Y | +44.3% | +16.4% | +27.9% | +39.6% |
| 3Y | +71.3% | +85.1% | -13.8% | +45.7% |
| 5Y | +56.4% | -36.1% | +92.5% | +29.4% |
| All | +64.7% | -36.7% | +101.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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