+71.9%
TXN vs BP
+37.6%
+34.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +2.7% | +4.0% | -1.3% | +2.0% |
| 30D | -6.7% | +7.8% | -14.6% | -7.9% |
| 3M | -8.9% | +8.4% | -17.3% | -10.2% |
| 6M | +34.7% | +15.1% | +19.6% | +29.5% |
| YTD | +53.3% | +36.4% | +16.9% | +39.5% |
| 1Y | +45.0% | +40.9% | +4.1% | +30.0% |
| All | +71.9% | +37.6% | +34.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling