+89.0%
TXN vs EXC
+40.5%
+48.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | -0.5% | -1.4% | +0.8% | -0.3% |
| 30D | +10.5% | +8.3% | +2.2% | +9.0% |
| 3M | +10.7% | +2.6% | +8.1% | +10.1% |
| 6M | +5.1% | +5.2% | -0.1% | +3.6% |
| YTD | +82.5% | +7.5% | +74.9% | +78.4% |
| 1Y | +98.2% | +3.2% | +95.0% | +95.5% |
| 3Y | +128.4% | +29.5% | +98.8% | +108.5% |
| 5Y | +89.0% | +39.7% | +49.4% | +62.1% |
| All | +89.0% | +40.5% | +48.6% | +62.1% |
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 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