+84.6%
TXN vs ECL
+38.6%
+46.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.6% |
| 7D | +9.5% | +2.9% | +6.6% | +7.9% |
| 30D | +8.7% | +7.5% | +1.2% | +4.9% |
| 3M | +11.6% | +12.2% | -0.7% | +5.2% |
| 6M | +0.1% | +24.6% | -24.5% | -11.0% |
| YTD | +78.8% | +18.8% | +60.0% | +62.9% |
| 1Y | +91.2% | +19.3% | +71.9% | +73.6% |
| 3Y | +125.8% | +78.2% | +47.6% | +67.4% |
| All | +84.6% | +38.6% | +46.0% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling