+373.9%
TXN vs EW
+6,974.1%
-6,600.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | -6.9% | +1.0% | -8.0% | -7.3% |
| 3M | -14.9% | +2.8% | -17.7% | -15.8% |
| 6M | +29.0% | +5.5% | +23.5% | +26.4% |
| YTD | +51.5% | +5.5% | +46.0% | +48.3% |
| 1Y | +41.6% | +11.0% | +30.5% | +36.4% |
| 3Y | +65.8% | +17.7% | +48.1% | +52.4% |
| 5Y | +56.8% | -25.7% | +82.6% | +60.0% |
| 10Y | +387.5% | +132.8% | +254.7% | +267.5% |
| All | +373.9% | +6,974.1% | -6,600.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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