+125.8%
TXN vs BAH
-26.8%
+152.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | +9.5% | +1.7% | +7.8% | +9.5% |
| 30D | +8.7% | +20.8% | -12.1% | +9.0% |
| 3M | +11.6% | +11.6% | 0.0% | +11.9% |
| 6M | +0.1% | +23.1% | -23.0% | +0.7% |
| YTD | +78.8% | +5.3% | +73.5% | +80.6% |
| 1Y | +91.2% | +6.1% | +85.1% | +92.8% |
| 3Y | +125.8% | -27.5% | +153.3% | +136.0% |
| All | +125.8% | -26.8% | +152.6% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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