+34.7%
TXN vs EWZ
+6.0%
+28.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | -6.7% | +8.2% | -14.9% | -9.5% |
| 3M | -8.9% | +13.3% | -22.2% | -13.0% |
| 6M | +34.7% | +3.6% | +31.1% | +28.9% |
| All | +34.7% | +6.0% | +28.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 6mo: compounded portfolio wealth divided by compounded EWZ 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…
6mo analysis · Full analysis span regression · 6 months rolling