+50.7%
TXN vs BIYA
-99.8%
+150.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +2.2% |
| 30D | -9.5% | -18.7% | +9.2% | -9.3% |
| 3M | -10.5% | -72.0% | +61.5% | -11.1% |
| 6M | +35.4% | -86.4% | +121.8% | +34.7% |
| YTD | +51.8% | -94.2% | +145.9% | +52.2% |
| 1Y | +42.9% | -98.4% | +141.4% | +46.6% |
| All | +50.7% | -99.8% | +150.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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