+76.5%
TXN vs BR
-5.3%
+81.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -3.0% | +6.9% | +4.4% |
| 30D | -2.9% | -0.3% | -2.6% | -3.0% |
| 3M | -9.1% | +17.3% | -26.4% | -12.0% |
| 6M | +36.6% | -6.7% | +43.3% | +42.6% |
| YTD | +57.5% | -23.4% | +80.9% | +81.3% |
| 1Y | +49.5% | -32.7% | +82.2% | +85.7% |
| 3Y | +76.5% | -5.9% | +82.5% | +78.4% |
| All | +76.5% | -5.3% | +81.9% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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