+84.6%
TXN vs COO
-40.4%
+125.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.1% |
| 7D | +9.5% | +0.5% | +9.0% | +9.3% |
| 30D | +8.7% | +14.2% | -5.5% | +4.1% |
| 3M | +11.6% | -18.2% | +29.8% | +18.4% |
| 6M | +0.1% | +5.3% | -5.2% | -4.3% |
| YTD | +78.8% | -23.6% | +102.4% | +94.1% |
| 1Y | +91.2% | -12.7% | +103.9% | +95.9% |
| 3Y | +125.8% | -24.2% | +150.0% | +134.8% |
| All | +84.6% | -40.4% | +125.0% | +107.1% |
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