+132.4%
TXN vs COMP
+414.9%
-282.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +12.3% | +8.9% | +3.4% | +11.2% |
| 30D | +9.1% | +14.0% | -4.9% | +7.4% |
| 3M | +13.5% | -21.1% | +34.7% | +15.9% |
| 6M | +6.9% | +20.1% | -13.2% | +3.9% |
| YTD | +84.0% | -5.0% | +89.1% | +80.8% |
| 1Y | +95.8% | +5.7% | +90.1% | +89.7% |
| All | +132.4% | +414.9% | -282.4% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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