+59.9%
TXN vs ECL
+25.4%
+34.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +2.1% |
| 7D | +2.7% | -2.7% | +5.4% | +4.1% |
| 30D | -6.7% | -4.3% | -2.4% | -4.8% |
| 3M | -8.9% | +3.2% | -12.1% | -10.9% |
| 6M | +34.7% | -2.9% | +37.6% | +35.7% |
| YTD | +53.3% | +4.3% | +49.1% | +49.0% |
| 1Y | +45.0% | +1.6% | +43.4% | +42.4% |
| 3Y | +73.1% | +54.3% | +18.8% | +37.5% |
| 5Y | +59.9% | +26.5% | +33.4% | +31.5% |
| All | +59.9% | +25.4% | +34.5% | +31.5% |
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