+41.6%
TXN vs ECL
+3.0%
+38.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.1% | -2.6% | +2.5% | +1.0% |
| 30D | -6.9% | -2.2% | -4.8% | -6.1% |
| 3M | -14.9% | +10.1% | -25.0% | -19.9% |
| 6M | +29.0% | -5.7% | +34.7% | +32.0% |
| YTD | +51.5% | +7.0% | +44.5% | +45.0% |
| 1Y | +41.6% | +2.7% | +38.9% | +37.8% |
| All | +41.6% | +3.0% | +38.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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