+71.3%
TXN vs C
+269.1%
-197.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.2% | +3.2% | -1.0% | +0.6% |
| 30D | -9.5% | +1.3% | -10.8% | -10.2% |
| 3M | -10.5% | +3.1% | -13.7% | -12.0% |
| 6M | +35.4% | +29.6% | +5.7% | +18.4% |
| YTD | +51.8% | +19.0% | +32.8% | +36.9% |
| 1Y | +42.9% | +45.6% | -2.7% | +14.7% |
| 3Y | +71.3% | +269.3% | -197.9% | -18.2% |
| All | +71.3% | +269.1% | -197.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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