+73.0%
TXN vs EXE
+192.2%
-119.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | -9.5% | +6.4% | -15.9% | -10.6% |
| 3M | -10.5% | +9.2% | -19.8% | -12.1% |
| 6M | +35.4% | -7.0% | +42.4% | +36.7% |
| YTD | +51.8% | -9.5% | +61.2% | +53.6% |
| 1Y | +42.9% | +6.2% | +36.7% | +39.7% |
| 3Y | +71.3% | +20.7% | +50.6% | +62.2% |
| 5Y | +58.0% | +103.6% | -45.6% | +39.6% |
| All | +73.0% | +192.2% | -119.2% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling