+59.9%
TXN vs COO
-44.2%
+104.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.3% | +3.1% |
| 7D | +2.7% | -9.0% | +11.6% | +5.8% |
| 30D | -6.7% | -16.8% | +10.1% | -1.0% |
| 3M | -8.9% | -7.5% | -1.4% | -7.3% |
| 6M | +34.7% | -16.3% | +51.0% | +42.0% |
| YTD | +53.3% | -22.5% | +75.9% | +66.7% |
| 1Y | +45.0% | -7.0% | +52.0% | +45.7% |
| 3Y | +73.1% | -27.5% | +100.6% | +85.5% |
| 5Y | +59.9% | -43.3% | +103.2% | +85.5% |
| All | +59.9% | -44.2% | +104.1% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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