+24,087.1%
TXN vs COO
+5,381.5%
+18,705.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -2.9% |
| 7D | +9.5% | +0.5% | +9.0% | +9.4% |
| 30D | +8.7% | +14.2% | -5.5% | +7.3% |
| 3M | +11.6% | -18.2% | +29.8% | +13.4% |
| 6M | +0.1% | +5.3% | -5.2% | -0.9% |
| YTD | +78.8% | -23.6% | +102.4% | +82.5% |
| 1Y | +91.2% | -12.7% | +103.9% | +92.6% |
| 3Y | +125.8% | -24.2% | +150.0% | +129.6% |
| 5Y | +83.8% | -40.0% | +123.8% | +90.5% |
| 10Y | +469.9% | +41.6% | +428.3% | +453.8% |
| All | +24,087.1% | +5,381.5% | +18,705.7% | +19,603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling