+125.8%
TXN vs EXEL
+230.5%
-104.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | +9.5% | -0.8% | +10.3% | +9.6% |
| 30D | +8.7% | +13.1% | -4.4% | +7.5% |
| 3M | +11.6% | +36.3% | -24.8% | +8.1% |
| 6M | +0.1% | +34.5% | -34.4% | -3.2% |
| YTD | +78.8% | +57.4% | +21.4% | +69.0% |
| 1Y | +91.2% | +62.9% | +28.3% | +79.8% |
| 3Y | +125.8% | +229.5% | -103.7% | +102.1% |
| All | +125.8% | +230.5% | -104.6% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling