+59.9%
TXN vs EXC
+46.0%
+13.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +2.7% | +0.3% | +2.3% | +2.6% |
| 30D | -6.7% | -0.9% | -5.9% | -6.6% |
| 3M | -8.9% | -2.7% | -6.2% | -8.8% |
| 6M | +34.7% | -9.4% | +44.1% | +36.7% |
| YTD | +53.3% | +3.0% | +50.3% | +51.2% |
| 1Y | +45.0% | +5.1% | +39.9% | +42.0% |
| 3Y | +73.1% | +20.6% | +52.5% | +61.4% |
| 5Y | +59.9% | +45.7% | +14.2% | +41.0% |
| All | +59.9% | +46.0% | +13.9% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling