+45.0%
TXN vs B
+55.6%
-10.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +2.7% | +1.0% | +1.6% | +2.4% |
| 30D | -6.7% | +9.5% | -16.2% | -8.7% |
| 3M | -8.9% | +14.3% | -23.2% | -11.9% |
| 6M | +34.7% | -1.9% | +36.6% | +32.9% |
| YTD | +53.3% | +4.1% | +49.2% | +50.3% |
| 1Y | +45.0% | +56.1% | -11.1% | +39.0% |
| All | +45.0% | +55.6% | -10.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling