+5,816.6%
TXN vs EL
+1,685.7%
+4,130.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.8% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | -6.9% | +19.8% | -26.8% | -13.0% |
| 3M | -14.9% | +25.7% | -40.6% | -21.8% |
| 6M | +29.0% | +5.4% | +23.6% | +24.2% |
| YTD | +51.5% | +0.2% | +51.3% | +46.4% |
| 1Y | +41.6% | +20.4% | +21.1% | +27.6% |
| 3Y | +65.8% | -32.1% | +98.0% | +69.5% |
| 5Y | +56.8% | -67.2% | +124.0% | +102.9% |
| 10Y | +387.5% | +31.7% | +355.7% | +285.0% |
| All | +5,816.6% | +1,685.7% | +4,130.8% | +1,758.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling