+41.6%
TXN vs ETR
+23.8%
+17.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -6.9% | +1.0% | -7.9% | -7.3% |
| 3M | -14.9% | -1.3% | -13.7% | -15.2% |
| 6M | +29.0% | +1.9% | +27.1% | +27.9% |
| YTD | +51.5% | +18.2% | +33.3% | +42.3% |
| 1Y | +41.6% | +24.7% | +16.9% | +30.6% |
| All | +41.6% | +23.8% | +17.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling