+1,254.6%
TXN vs BR
+1,281.7%
-27.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.7% | -5.0% | +7.7% | +5.0% |
| 30D | -6.7% | -2.5% | -4.3% | -6.0% |
| 3M | -8.9% | +13.5% | -22.4% | -15.4% |
| 6M | +34.7% | -9.4% | +44.1% | +37.9% |
| YTD | +53.3% | -23.3% | +76.6% | +69.1% |
| 1Y | +45.0% | -31.6% | +76.6% | +69.4% |
| 3Y | +73.1% | -5.1% | +78.2% | +70.0% |
| 5Y | +59.9% | +8.2% | +51.7% | +44.6% |
| 10Y | +415.7% | +189.8% | +225.8% | +188.4% |
| All | +1,254.6% | +1,281.7% | -27.1% | +275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling