+475.4%
TXN vs EXEL
+273.2%
+202.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.1% | +8.4% | -8.5% | -1.3% |
| 30D | -6.9% | +4.1% | -11.0% | -7.6% |
| 3M | -14.9% | +12.4% | -27.4% | -16.7% |
| 6M | +29.0% | +41.5% | -12.5% | +21.8% |
| YTD | +51.5% | +34.6% | +16.8% | +43.8% |
| 1Y | +41.6% | +57.9% | -16.3% | +30.8% |
| 3Y | +65.8% | +159.5% | -93.7% | +39.4% |
| 5Y | +56.8% | +198.5% | -141.7% | +27.6% |
| 10Y | +387.5% | +411.4% | -23.9% | +240.0% |
| All | +475.4% | +273.2% | +202.3% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling