+1,192.9%
TXN vs BAH
+928.2%
+264.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +4.0% | +4.3% | -0.3% | +2.9% |
| 30D | -2.9% | -2.5% | -0.4% | -2.4% |
| 3M | -9.1% | -0.9% | -8.2% | -9.6% |
| 6M | +36.6% | +1.5% | +35.2% | +34.1% |
| YTD | +57.5% | -8.0% | +65.5% | +56.7% |
| 1Y | +49.5% | -24.7% | +74.3% | +56.8% |
| 3Y | +76.5% | -28.4% | +104.9% | +79.7% |
| 5Y | +62.4% | +2.8% | +59.6% | +44.0% |
| 10Y | +429.7% | +206.4% | +223.3% | +236.0% |
| All | +1,192.9% | +928.2% | +264.7% | +459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling