+59.9%
TXN vs CAPR
+76.3%
-16.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.1% |
| 7D | +2.7% | -12.6% | +15.3% | +2.9% |
| 30D | -6.7% | +124.4% | -131.1% | -8.3% |
| 3M | -8.9% | -66.8% | +57.9% | -8.2% |
| 6M | +34.7% | -71.8% | +106.5% | +35.9% |
| YTD | +53.3% | -70.1% | +123.4% | +54.4% |
| 1Y | +45.0% | +33.3% | +11.7% | +36.6% |
| 3Y | +73.1% | +36.7% | +36.4% | +52.8% |
| 5Y | +59.9% | +72.5% | -12.5% | +37.7% |
| All | +59.9% | +76.3% | -16.4% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling