+59.6%
TXN vs BRO
+17.6%
+42.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -7.3% | +11.3% | +5.3% |
| 30D | -2.9% | -6.9% | +4.0% | -1.8% |
| 3M | -9.1% | +10.7% | -19.8% | -12.3% |
| 6M | +36.6% | -2.7% | +39.3% | +36.6% |
| YTD | +57.5% | -16.3% | +73.8% | +64.9% |
| 1Y | +49.5% | -29.1% | +78.6% | +66.1% |
| 3Y | +76.5% | -7.8% | +84.4% | +71.8% |
| All | +59.6% | +17.6% | +42.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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