+125.8%
TXN vs EL
+3.0%
+122.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.1% |
| 7D | +9.5% | +1.5% | +7.9% | +9.1% |
| 30D | +8.7% | +10.0% | -1.3% | +6.4% |
| 3M | +11.6% | +28.4% | -16.8% | +5.0% |
| 6M | +0.1% | +37.1% | -37.0% | -7.5% |
| YTD | +78.8% | +7.8% | +71.0% | +71.9% |
| 1Y | +91.2% | +26.0% | +65.2% | +76.4% |
| 3Y | +125.8% | +3.8% | +122.0% | +95.9% |
| All | +125.8% | +3.0% | +122.9% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling