+71.3%
TXN vs B
+197.9%
-126.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +2.2% | +2.3% | -0.1% | +1.7% |
| 30D | -9.5% | +1.4% | -10.8% | -9.9% |
| 3M | -10.5% | +12.2% | -22.7% | -12.9% |
| 6M | +35.4% | -2.1% | +37.5% | +34.4% |
| YTD | +51.8% | +2.9% | +48.8% | +49.2% |
| 1Y | +42.9% | +55.3% | -12.4% | +31.1% |
| 3Y | +71.3% | +198.7% | -127.3% | +37.4% |
| All | +71.3% | +197.9% | -126.6% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling