+70.1%
TXN vs BB
+62.2%
+7.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.6% |
| 7D | +2.0% | -2.1% | +4.0% | +2.3% |
| 30D | -8.0% | -16.0% | +8.1% | -5.4% |
| 3M | -7.8% | -14.5% | +6.8% | -6.3% |
| 6M | +32.4% | +118.6% | -86.1% | +13.7% |
| YTD | +51.7% | +98.9% | -47.3% | +32.1% |
| 1Y | +44.3% | +99.5% | -55.2% | +25.1% |
| All | +70.1% | +62.2% | +7.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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