+84.6%
TXN vs EXE
+76.7%
+7.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | +9.5% | +5.3% | +4.1% | +8.4% |
| 30D | +8.7% | -2.2% | +10.9% | +9.2% |
| 3M | +11.6% | -5.9% | +17.5% | +12.7% |
| 6M | +0.1% | -5.7% | +5.8% | +0.8% |
| YTD | +78.8% | -17.8% | +96.6% | +84.3% |
| 1Y | +91.2% | -23.1% | +114.3% | +99.9% |
| 3Y | +125.8% | +21.2% | +104.6% | +112.2% |
| All | +84.6% | +76.7% | +7.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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