+71.3%
TXN vs CAPR
+42.0%
+29.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | +2.2% | -9.5% | +11.7% | +2.4% |
| 30D | -9.5% | +121.5% | -131.0% | -10.8% |
| 3M | -10.5% | -65.4% | +54.8% | -10.0% |
| 6M | +35.4% | -67.5% | +102.9% | +36.2% |
| YTD | +51.8% | -68.6% | +120.4% | +52.6% |
| 1Y | +42.9% | +42.7% | +0.3% | +35.5% |
| 3Y | +71.3% | +43.4% | +28.0% | +49.6% |
| All | +71.3% | +42.0% | +29.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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