+51.0%
TXN vs BROS
+41.2%
+9.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | -9.5% | -13.5% | +4.0% | -7.9% |
| 3M | -10.5% | -18.4% | +7.9% | -8.9% |
| 6M | +35.4% | -10.6% | +45.9% | +35.5% |
| YTD | +51.8% | -25.1% | +76.8% | +55.2% |
| 1Y | +42.9% | -28.6% | +71.6% | +46.7% |
| 3Y | +71.3% | +65.6% | +5.8% | +53.2% |
| All | +51.0% | +41.2% | +9.9% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling