+57.2%
TXN vs COMP
-31.2%
+88.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -0.1% | +1.4% | -1.4% | -0.2% |
| 30D | -6.9% | -13.3% | +6.4% | -5.6% |
| 3M | -14.9% | +41.1% | -56.1% | -18.4% |
| 6M | +29.0% | +17.2% | +11.8% | +25.1% |
| YTD | +51.5% | +5.2% | +46.3% | +47.8% |
| 1Y | +41.6% | +18.9% | +22.6% | +35.7% |
| 3Y | +65.8% | +215.9% | -150.1% | +36.7% |
| All | +57.2% | -31.2% | +88.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling