+70.1%
TXN vs EAT
+585.9%
-515.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.0% | -6.2% | +8.2% | +3.1% |
| 30D | -8.0% | -3.0% | -4.9% | -7.8% |
| 3M | -7.8% | +45.6% | -53.4% | -15.0% |
| 6M | +32.4% | +53.5% | -21.1% | +19.7% |
| YTD | +51.7% | +49.6% | +2.1% | +37.3% |
| 1Y | +44.3% | +38.9% | +5.4% | +32.2% |
| All | +70.1% | +585.9% | -515.9% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling