+23,460.2%
TXN vs B
+753.6%
+22,706.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +6.3% |
| 7D | -2.1% | +11.3% | -13.4% | -2.8% |
| 30D | +4.7% | +2.9% | +1.8% | +4.5% |
| 3M | +3.9% | -2.9% | +6.7% | +3.9% |
| 6M | +3.8% | -1.2% | +5.0% | +3.7% |
| YTD | +74.2% | -1.3% | +75.5% | +73.7% |
| 1Y | +88.2% | +30.4% | +57.8% | +84.5% |
| 3Y | +124.0% | +195.3% | -71.3% | +107.9% |
| 5Y | +78.4% | +146.2% | -67.9% | +66.4% |
| 10Y | +455.6% | +200.5% | +255.1% | +408.0% |
| All | +23,460.2% | +753.6% | +22,706.5% | +22,825.9% |
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