+76.5%
TXN vs BKR
+68.5%
+8.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +4.0% | -7.0% | +11.0% | +6.4% |
| 30D | -2.9% | -8.1% | +5.3% | -0.2% |
| 3M | -9.1% | -6.6% | -2.5% | -7.4% |
| 6M | +36.6% | +0.9% | +35.8% | +35.9% |
| YTD | +57.5% | +31.1% | +26.4% | +43.9% |
| 1Y | +49.5% | +27.7% | +21.8% | +37.2% |
| 3Y | +76.5% | +71.2% | +5.3% | +42.3% |
| All | +76.5% | +68.5% | +8.1% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling