+44.0%
TXN vs EAT
+39.2%
+4.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.0% | -6.2% | +8.2% | +2.4% |
| 30D | -8.0% | -3.0% | -4.9% | -7.9% |
| 3M | -7.8% | +45.6% | -53.4% | -12.1% |
| 6M | +32.4% | +53.5% | -21.1% | +24.9% |
| YTD | +51.7% | +49.6% | +2.1% | +43.1% |
| All | +44.0% | +39.2% | +4.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling