+84.6%
TXN vs BWA
+27.4%
+57.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +9.5% | +4.3% | +5.2% | +7.5% |
| 30D | +8.7% | -13.0% | +21.7% | +15.4% |
| 3M | +11.6% | -24.8% | +36.4% | +25.7% |
| 6M | +0.1% | -23.5% | +23.6% | +12.0% |
| YTD | +78.8% | +13.8% | +65.0% | +66.7% |
| 1Y | +91.2% | +13.4% | +77.8% | +78.3% |
| 3Y | +125.8% | +62.8% | +63.1% | +74.5% |
| All | +84.6% | +27.4% | +57.2% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling