+20,427.4%
TXN vs BAX
+862.9%
+19,564.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | +1.3% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | -9.5% | -9.7% | +0.2% | -6.8% |
| 3M | -10.5% | +29.3% | -39.8% | -18.1% |
| 6M | +35.4% | +40.7% | -5.3% | +20.3% |
| YTD | +51.8% | +30.3% | +21.5% | +37.0% |
| 1Y | +42.9% | +3.4% | +39.6% | +37.3% |
| 3Y | +71.3% | -32.0% | +103.4% | +82.8% |
| 5Y | +58.0% | -66.9% | +124.9% | +105.0% |
| 10Y | +393.3% | -37.1% | +430.3% | +432.4% |
| All | +20,427.4% | +862.9% | +19,564.5% | +8,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling