+71.3%
TXN vs ES
+33.1%
+38.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | -9.5% | -1.2% | -8.3% | -9.3% |
| 3M | -10.5% | +5.0% | -15.5% | -11.9% |
| 6M | +35.4% | -2.8% | +38.2% | +35.4% |
| YTD | +51.8% | +8.6% | +43.2% | +48.1% |
| 1Y | +42.9% | +18.9% | +24.0% | +35.8% |
| 3Y | +71.3% | +32.1% | +39.2% | +54.3% |
| All | +71.3% | +33.1% | +38.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling