+20,389.3%
TXN vs ECL
+13,009.7%
+7,379.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.1% | -2.6% | +2.5% | +1.2% |
| 30D | -6.9% | -2.2% | -4.8% | -6.1% |
| 3M | -14.9% | +10.1% | -25.0% | -19.1% |
| 6M | +29.0% | -5.7% | +34.7% | +31.9% |
| YTD | +51.5% | +7.0% | +44.5% | +46.0% |
| 1Y | +41.6% | +2.7% | +38.9% | +38.8% |
| 3Y | +65.8% | +57.7% | +8.1% | +32.3% |
| 5Y | +56.8% | +31.1% | +25.7% | +33.7% |
| 10Y | +387.5% | +150.9% | +236.6% | +204.1% |
| All | +20,389.3% | +13,009.7% | +7,379.7% | +3,887.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling