+99.7%
TXN vs BROS
-18.6%
+118.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | +1.0% | +2.5% | -1.4% | +0.8% |
| 30D | +6.1% | +15.1% | -8.9% | +4.8% |
| 3M | +10.4% | -31.4% | +41.7% | +13.5% |
| 6M | +12.6% | -22.6% | +35.2% | +13.2% |
| YTD | +83.5% | -28.1% | +111.6% | +88.6% |
| 1Y | +99.7% | -20.3% | +120.0% | +98.9% |
| All | +99.7% | -18.6% | +118.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling