+20,389.4%
TXN vs ES
+1,243.3%
+19,146.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -6.9% | -2.0% | -5.0% | -6.5% |
| 3M | -14.9% | +1.7% | -16.6% | -15.7% |
| 6M | +29.0% | -3.5% | +32.5% | +29.8% |
| YTD | +51.5% | +7.9% | +43.6% | +47.4% |
| 1Y | +41.6% | +17.2% | +24.4% | +33.7% |
| 3Y | +65.8% | +29.3% | +36.5% | +49.7% |
| 5Y | +56.8% | -5.7% | +62.6% | +54.3% |
| 10Y | +387.5% | +85.2% | +302.3% | +287.5% |
| All | +20,389.4% | +1,243.3% | +19,146.1% | +10,905.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling