+1,281.6%
TXN vs CAPR
-99.1%
+1,380.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | -6.9% | +139.2% | -146.1% | -8.3% |
| 3M | -14.9% | -66.4% | +51.4% | -14.5% |
| 6M | +29.0% | -63.1% | +92.1% | +29.4% |
| YTD | +51.5% | -67.4% | +118.9% | +52.1% |
| 1Y | +41.6% | +58.2% | -16.7% | +34.9% |
| 3Y | +65.8% | +42.2% | +23.6% | +55.7% |
| 5Y | +56.8% | +87.3% | -30.4% | +45.8% |
| 10Y | +387.5% | -75.3% | +462.7% | +340.4% |
| All | +1,281.6% | -99.1% | +1,380.6% | +1,115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling