+71.9%
TXN vs EXEL
+164.8%
-92.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -6.7% | +10.1% | -16.9% | -7.8% |
| 3M | -8.9% | +10.1% | -19.0% | -10.1% |
| 6M | +34.7% | +37.7% | -3.0% | +29.0% |
| YTD | +53.3% | +33.1% | +20.2% | +47.2% |
| 1Y | +45.0% | +52.4% | -7.3% | +36.5% |
| All | +71.9% | +164.8% | -92.9% | +53.1% |
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