+71.3%
TXN vs EXC
+21.1%
+50.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | -9.5% | -2.7% | -6.8% | -9.6% |
| 3M | -10.5% | -1.0% | -9.6% | -10.7% |
| 6M | +35.4% | -9.3% | +44.6% | +35.2% |
| YTD | +51.8% | +3.6% | +48.1% | +51.2% |
| 1Y | +42.9% | +5.9% | +37.0% | +42.2% |
| 3Y | +71.3% | +21.3% | +50.1% | +67.1% |
| All | +71.3% | +21.1% | +50.3% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling