+56.4%
TXN vs EXE
+99.3%
-42.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +2.0% | -2.2% | +4.2% | +2.4% |
| 30D | -8.0% | -0.8% | -7.2% | -7.9% |
| 3M | -7.8% | +10.0% | -17.8% | -9.6% |
| 6M | +32.4% | -6.3% | +38.7% | +33.6% |
| YTD | +51.7% | -10.7% | +62.4% | +54.0% |
| 1Y | +44.3% | +2.7% | +41.6% | +41.8% |
| 3Y | +71.3% | +19.1% | +52.2% | +61.9% |
| 5Y | +56.4% | +105.4% | -49.0% | +37.5% |
| All | +56.4% | +99.3% | -42.9% | +37.5% |
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