+125.8%
TXN vs ESI
+79.1%
+46.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +9.5% | +5.5% | +3.9% | +6.4% |
| 30D | +8.7% | -7.8% | +16.5% | +13.3% |
| 3M | +11.6% | -15.0% | +26.6% | +21.0% |
| 6M | +0.1% | -24.9% | +25.0% | +15.4% |
| YTD | +78.8% | +33.2% | +45.6% | +47.0% |
| 1Y | +91.2% | +24.9% | +66.3% | +62.8% |
| 3Y | +125.8% | +77.8% | +48.1% | +54.3% |
| All | +125.8% | +79.1% | +46.8% | +54.3% |
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