+99.7%
TXN vs BBWI
+2.4%
+97.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.6% |
| 7D | +1.0% | +8.8% | -7.8% | +0.4% |
| 30D | +6.1% | +34.8% | -28.7% | +3.8% |
| 3M | +10.4% | +12.9% | -2.6% | +9.3% |
| 6M | +12.6% | +29.6% | -17.0% | +9.2% |
| YTD | +83.5% | +20.8% | +62.7% | +78.8% |
| 1Y | +99.7% | +4.1% | +95.6% | +96.7% |
| All | +99.7% | +2.4% | +97.3% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling