+59.6%
TXN vs EAT
+313.1%
-253.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.0% |
| 7D | +4.0% | -7.7% | +11.7% | +5.6% |
| 30D | -2.9% | -13.6% | +10.7% | -0.1% |
| 3M | -9.1% | +33.9% | -43.0% | -15.4% |
| 6M | +36.6% | +47.2% | -10.6% | +23.3% |
| YTD | +57.5% | +48.1% | +9.4% | +41.4% |
| 1Y | +49.5% | +33.7% | +15.8% | +36.6% |
| 3Y | +76.5% | +595.8% | -519.2% | +5.0% |
| All | +59.6% | +313.1% | -253.5% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling