+76.5%
TXN vs BLK
+66.0%
+10.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.9% |
| 7D | +4.0% | -3.3% | +7.3% | +6.0% |
| 30D | -2.9% | -6.5% | +3.7% | +0.9% |
| 3M | -9.1% | +6.7% | -15.8% | -13.4% |
| 6M | +36.6% | +14.7% | +21.9% | +23.5% |
| YTD | +57.5% | +2.5% | +55.0% | +51.7% |
| 1Y | +49.5% | -2.8% | +52.3% | +49.2% |
| 3Y | +76.5% | +65.9% | +10.7% | +15.7% |
| All | +76.5% | +66.0% | +10.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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