+977.5%
TXN vs ESI
+198.2%
+779.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +9.5% | +5.5% | +3.9% | +7.6% |
| 30D | +8.7% | -7.8% | +16.5% | +11.6% |
| 3M | +11.6% | -15.0% | +26.6% | +17.4% |
| 6M | +0.1% | -24.9% | +25.0% | +9.5% |
| YTD | +78.8% | +33.2% | +45.6% | +62.0% |
| 1Y | +91.2% | +24.9% | +66.3% | +76.5% |
| 3Y | +125.8% | +77.8% | +48.1% | +87.3% |
| 5Y | +83.8% | +37.1% | +46.7% | +61.4% |
| 10Y | +469.9% | +320.5% | +149.4% | +281.2% |
| All | +977.5% | +198.2% | +779.2% | +686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling