+70.1%
TXN vs ESI
+73.2%
-3.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +1.3% |
| 7D | +2.0% | -2.3% | +4.3% | +3.2% |
| 30D | -8.0% | -9.0% | +1.1% | -3.4% |
| 3M | -7.8% | -13.3% | +5.5% | -0.8% |
| 6M | +32.4% | +5.3% | +27.1% | +27.2% |
| YTD | +51.7% | +37.6% | +14.1% | +22.9% |
| 1Y | +44.3% | +33.6% | +10.7% | +17.9% |
| All | +70.1% | +73.2% | -3.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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