+71.9%
TXN vs BWA
+67.1%
+4.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | -6.7% | -5.6% | -1.2% | -4.6% |
| 3M | -8.9% | -10.7% | +1.8% | -4.7% |
| 6M | +34.7% | +23.2% | +11.5% | +24.7% |
| YTD | +53.3% | +46.0% | +7.3% | +30.2% |
| 1Y | +45.0% | +51.2% | -6.1% | +21.0% |
| All | +71.9% | +67.1% | +4.7% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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