+1,693.7%
TXN vs BB
+266.8%
+1,426.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | -9.5% | -12.4% | +2.9% | -7.3% |
| 3M | -10.5% | -15.3% | +4.7% | -8.7% |
| 6M | +35.4% | +128.8% | -93.4% | +12.4% |
| YTD | +51.8% | +107.7% | -55.9% | +28.2% |
| 1Y | +42.9% | +103.9% | -60.9% | +20.4% |
| 3Y | +71.3% | +72.6% | -1.2% | +40.8% |
| 5Y | +58.0% | -24.3% | +82.3% | +46.1% |
| 10Y | +393.3% | +3.1% | +390.1% | +246.4% |
| All | +1,693.7% | +266.8% | +1,426.9% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling