+99.7%
TXN vs BKR
+5.7%
+94.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.4% |
| 7D | +1.0% | -8.8% | +9.8% | +3.9% |
| 30D | +6.1% | -13.1% | +19.2% | +10.7% |
| 3M | +10.4% | -18.9% | +29.3% | +17.6% |
| 6M | +12.6% | -27.2% | +39.8% | +24.3% |
| YTD | +83.5% | +10.7% | +72.8% | +84.2% |
| 1Y | +99.7% | +9.7% | +90.1% | +100.2% |
| All | +99.7% | +5.7% | +94.0% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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