+59.6%
TXN vs BR
+8.0%
+51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -3.0% | +6.9% | +5.0% |
| 30D | -2.9% | -0.3% | -2.6% | -3.0% |
| 3M | -9.1% | +17.3% | -26.4% | -14.9% |
| 6M | +36.6% | -6.7% | +43.3% | +40.3% |
| YTD | +57.5% | -23.4% | +80.9% | +78.1% |
| 1Y | +49.5% | -32.7% | +82.2% | +81.6% |
| 3Y | +76.5% | -5.9% | +82.5% | +76.5% |
| All | +59.6% | +8.0% | +51.6% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling