+44.3%
TXN vs ECL
+1.7%
+42.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +2.0% | -2.6% | +4.6% | +3.0% |
| 30D | -8.0% | -4.6% | -3.4% | -6.3% |
| 3M | -7.8% | +6.0% | -13.7% | -11.6% |
| 6M | +32.4% | -3.0% | +35.4% | +33.1% |
| YTD | +51.7% | +4.0% | +47.7% | +46.7% |
| 1Y | +44.3% | +2.0% | +42.3% | +39.7% |
| All | +44.3% | +1.7% | +42.6% | +39.7% |
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