+21,202.8%
TXN vs BP
+1,402.1%
+19,800.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | +5.2% | -1.3% | +2.2% |
| 30D | -2.9% | +8.7% | -11.6% | -5.7% |
| 3M | -9.1% | +9.3% | -18.4% | -12.4% |
| 6M | +36.6% | +13.6% | +23.1% | +29.0% |
| YTD | +57.5% | +37.7% | +19.8% | +38.5% |
| 1Y | +49.5% | +40.6% | +8.9% | +30.0% |
| 3Y | +76.5% | +40.3% | +36.2% | +51.4% |
| 5Y | +62.4% | +141.4% | -79.0% | +11.6% |
| 10Y | +429.7% | +136.1% | +293.6% | +242.3% |
| All | +21,202.8% | +1,402.1% | +19,800.6% | +7,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling