+59.6%
TXN vs ELV
+24.6%
+35.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +1.7% |
| 7D | +4.0% | +2.8% | +1.2% | +3.5% |
| 30D | -2.9% | +4.9% | -7.8% | -3.7% |
| 3M | -9.1% | +4.9% | -14.0% | -10.2% |
| 6M | +36.6% | +45.1% | -8.4% | +26.4% |
| YTD | +57.5% | +20.7% | +36.8% | +49.9% |
| 1Y | +49.5% | +35.0% | +14.5% | +39.5% |
| 3Y | +76.5% | -2.4% | +79.0% | +72.8% |
| All | +59.6% | +24.6% | +35.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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