+59.6%
TXN vs BB
-26.5%
+86.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | -2.9% | -12.5% | +9.7% | -0.4% |
| 3M | -9.1% | -17.4% | +8.3% | -6.8% |
| 6M | +36.6% | +119.1% | -82.5% | +13.7% |
| YTD | +57.5% | +102.4% | -44.9% | +32.9% |
| 1Y | +49.5% | +98.2% | -48.7% | +26.0% |
| 3Y | +76.5% | +46.9% | +29.6% | +49.5% |
| All | +59.6% | -26.5% | +86.1% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling