+1,468.8%
TXN vs ELV
+2,500.7%
-1,031.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.5% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | -8.0% | +6.7% | -14.7% | -9.8% |
| 3M | -7.8% | +3.0% | -10.7% | -9.2% |
| 6M | +32.4% | +48.0% | -15.5% | +17.3% |
| YTD | +51.7% | +20.0% | +31.7% | +41.9% |
| 1Y | +44.3% | +37.9% | +6.4% | +29.3% |
| 3Y | +71.3% | -2.8% | +74.1% | +65.3% |
| 5Y | +56.4% | +24.8% | +31.6% | +37.3% |
| 10Y | +410.2% | +275.1% | +135.1% | +211.9% |
| All | +1,468.8% | +2,500.7% | -1,031.9% | +519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling