+76.5%
TXN vs CARR
+1.4%
+75.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.2% |
| 7D | +4.0% | -3.8% | +7.7% | +5.7% |
| 30D | -2.9% | -8.9% | +6.1% | +1.2% |
| 3M | -9.1% | -17.3% | +8.2% | -1.4% |
| 6M | +36.6% | -1.4% | +38.0% | +36.5% |
| YTD | +57.5% | +10.0% | +47.5% | +50.0% |
| 1Y | +49.5% | -6.4% | +55.9% | +51.8% |
| 3Y | +76.5% | +1.5% | +75.0% | +63.9% |
| All | +76.5% | +1.4% | +75.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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