+56.4%
TXN vs EL
-69.5%
+125.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.4% |
| 7D | +2.0% | -4.4% | +6.3% | +3.2% |
| 30D | -8.0% | +10.3% | -18.2% | -10.9% |
| 3M | -7.8% | +13.4% | -21.1% | -11.4% |
| 6M | +32.4% | +3.1% | +29.3% | +29.3% |
| YTD | +51.7% | -6.9% | +58.6% | +50.6% |
| 1Y | +44.3% | +11.9% | +32.4% | +34.8% |
| 3Y | +71.3% | -33.8% | +105.1% | +76.6% |
| 5Y | +56.4% | -69.0% | +125.4% | +118.7% |
| All | +56.4% | -69.5% | +125.9% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling