+20,389.3%
TXN vs B
+803.7%
+19,585.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | -0.1% | -1.6% | +1.5% | 0.0% |
| 30D | -6.9% | +9.4% | -16.4% | -7.5% |
| 3M | -14.9% | +5.0% | -19.9% | -15.3% |
| 6M | +29.0% | -3.5% | +32.5% | +29.0% |
| YTD | +51.5% | +4.5% | +47.0% | +50.6% |
| 1Y | +41.6% | +67.8% | -26.2% | +36.5% |
| 3Y | +65.8% | +196.7% | -130.9% | +53.9% |
| 5Y | +56.8% | +151.9% | -95.1% | +46.0% |
| 10Y | +387.5% | +202.2% | +185.3% | +344.9% |
| All | +20,389.3% | +803.7% | +19,585.6% | +19,775.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling