+70.1%
TXN vs BROS
+57.4%
+12.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.6% |
| 7D | +2.0% | -6.1% | +8.0% | +2.8% |
| 30D | -8.0% | -12.4% | +4.4% | -6.4% |
| 3M | -7.8% | -27.9% | +20.2% | -4.4% |
| 6M | +32.4% | -16.8% | +49.2% | +33.4% |
| YTD | +51.7% | -29.0% | +80.7% | +56.3% |
| 1Y | +44.3% | -33.2% | +77.5% | +49.5% |
| All | +70.1% | +57.4% | +12.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling