+44.3%
TXN vs EXC
+4.5%
+39.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.2% |
| 7D | +2.0% | -1.6% | +3.6% | +1.7% |
| 30D | -8.0% | -2.4% | -5.6% | -8.3% |
| 3M | -7.8% | -4.0% | -3.8% | -8.6% |
| 6M | +32.4% | -9.8% | +42.2% | +30.5% |
| YTD | +51.7% | +2.3% | +49.4% | +51.0% |
| 1Y | +44.3% | +3.8% | +40.5% | +43.8% |
| All | +44.3% | +4.5% | +39.8% | +43.8% |
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