+70.1%
TXN vs BAX
-34.3%
+104.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.0% | -5.4% | +7.4% | +3.4% |
| 30D | -8.0% | -12.4% | +4.4% | -4.9% |
| 3M | -7.8% | +19.1% | -26.9% | -13.1% |
| 6M | +32.4% | +38.6% | -6.2% | +18.5% |
| YTD | +51.7% | +26.7% | +25.0% | +38.0% |
| 1Y | +44.3% | +1.0% | +43.3% | +40.2% |
| All | +70.1% | -34.3% | +104.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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