+20,389.3%
TXN vs COO
+5,988.7%
+14,400.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.1% |
| 30D | -6.9% | -7.0% | +0.1% | -6.3% |
| 3M | -14.9% | +12.2% | -27.1% | -16.1% |
| 6M | +29.0% | -15.1% | +44.1% | +30.6% |
| YTD | +51.5% | -15.1% | +66.6% | +53.4% |
| 1Y | +41.6% | +2.3% | +39.2% | +40.7% |
| 3Y | +65.8% | -23.7% | +89.5% | +68.7% |
| 5Y | +56.8% | -38.9% | +95.7% | +62.4% |
| 10Y | +387.5% | +49.9% | +337.5% | +371.5% |
| All | +20,389.3% | +5,988.7% | +14,400.6% | +16,461.5% |
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 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