+41.6%
TXN vs ELF
-17.5%
+59.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | -0.1% | +5.4% | -5.4% | -0.6% |
| 30D | -6.9% | +27.0% | -33.9% | -9.0% |
| 3M | -14.9% | +113.2% | -128.1% | -20.6% |
| 6M | +29.0% | +36.6% | -7.6% | +24.4% |
| YTD | +51.5% | +44.2% | +7.2% | +44.5% |
| 1Y | +41.6% | -18.0% | +59.5% | +41.3% |
| All | +41.6% | -17.5% | +59.1% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling