+1,038.1%
TXN vs BX
+873.6%
+164.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.1% |
| 7D | +2.7% | -5.7% | +8.3% | +4.4% |
| 30D | -6.7% | -8.9% | +2.2% | -4.3% |
| 3M | -8.9% | +8.4% | -17.3% | -11.6% |
| 6M | +34.7% | +18.9% | +15.8% | +25.9% |
| YTD | +53.3% | -13.6% | +67.0% | +57.1% |
| 1Y | +45.0% | -22.4% | +67.5% | +53.2% |
| 3Y | +73.1% | +26.0% | +47.1% | +56.1% |
| 5Y | +59.9% | +18.8% | +41.1% | +41.8% |
| 10Y | +415.7% | +668.7% | -253.1% | +174.8% |
| All | +1,038.1% | +873.6% | +164.5% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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