+78.4%
TXN vs B
+147.6%
-69.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +5.8% |
| 7D | -2.1% | +11.3% | -13.4% | -4.1% |
| 30D | +4.7% | +2.9% | +1.8% | +4.1% |
| 3M | +3.9% | -2.9% | +6.7% | +4.0% |
| 6M | +3.8% | -1.2% | +5.0% | +3.2% |
| YTD | +74.2% | -1.3% | +75.5% | +72.4% |
| 1Y | +88.2% | +30.4% | +57.8% | +78.0% |
| 3Y | +124.0% | +195.3% | -71.3% | +80.3% |
| 5Y | +78.4% | +146.2% | -67.9% | +45.4% |
| All | +78.4% | +147.6% | -69.2% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling