+41.6%
TXN vs EXC
+3.5%
+38.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.6% |
| 7D | -0.1% | +0.3% | -0.4% | 0.0% |
| 30D | -6.9% | -3.7% | -3.2% | -7.5% |
| 3M | -14.9% | -1.3% | -13.6% | -15.6% |
| 6M | +29.0% | -9.7% | +38.7% | +27.3% |
| YTD | +51.5% | +2.9% | +48.6% | +50.8% |
| 1Y | +41.6% | +4.4% | +37.2% | +36.2% |
| All | +41.6% | +3.5% | +38.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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