+20,389.3%
TXN vs BN
+15,251.3%
+5,138.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -2.5% | +2.4% | +0.9% |
| 30D | -6.9% | -9.5% | +2.6% | -3.4% |
| 3M | -14.9% | -10.4% | -4.6% | -11.4% |
| 6M | +29.0% | -6.4% | +35.4% | +31.6% |
| YTD | +51.5% | -11.9% | +63.3% | +57.5% |
| 1Y | +41.6% | -8.6% | +50.2% | +44.8% |
| 3Y | +65.8% | +77.6% | -11.7% | +30.0% |
| 5Y | +56.8% | +37.0% | +19.8% | +33.5% |
| 10Y | +387.5% | +266.4% | +121.1% | +185.0% |
| All | +20,389.3% | +15,251.3% | +5,138.0% | +4,488.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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