+99.7%
TXN vs BP
+35.3%
+64.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | -1.0% |
| 7D | +1.0% | -8.4% | +9.4% | -0.3% |
| 30D | +6.1% | +2.2% | +3.9% | +6.6% |
| 3M | +10.4% | +8.8% | +1.6% | +12.2% |
| 6M | +12.6% | -0.5% | +13.1% | +13.6% |
| YTD | +83.5% | +36.2% | +47.3% | +86.5% |
| 1Y | +99.7% | +36.6% | +63.2% | +101.3% |
| All | +99.7% | +35.3% | +64.5% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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