+20,389.3%
TXN vs EXC
+2,353.7%
+18,035.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -6.9% | -3.7% | -3.2% | -5.9% |
| 3M | -14.9% | -1.3% | -13.6% | -15.0% |
| 6M | +29.0% | -9.7% | +38.7% | +32.2% |
| YTD | +51.5% | +2.9% | +48.6% | +49.0% |
| 1Y | +41.6% | +4.4% | +37.2% | +38.4% |
| 3Y | +65.8% | +22.2% | +43.6% | +52.2% |
| 5Y | +56.8% | +46.7% | +10.1% | +35.1% |
| 10Y | +387.5% | +155.3% | +232.1% | +251.9% |
| All | +20,389.3% | +2,353.7% | +18,035.6% | +7,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling