+59.9%
TXN vs ESI
+74.4%
-14.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | +2.7% | +3.9% | -1.3% | +0.6% |
| 30D | -6.7% | -3.8% | -2.9% | -4.9% |
| 3M | -8.9% | -13.1% | +4.2% | -2.2% |
| 6M | +34.7% | +11.3% | +23.4% | +25.4% |
| YTD | +53.3% | +44.1% | +9.2% | +21.9% |
| 1Y | +45.0% | +40.3% | +4.7% | +16.1% |
| 3Y | +73.1% | +84.1% | -10.9% | +16.1% |
| 5Y | +59.9% | +75.8% | -15.9% | +6.5% |
| All | +59.9% | +74.4% | -14.5% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling