+1,264.2%
TXN vs EXPE
+851.4%
+412.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | -0.1% | -9.5% | +9.5% | +2.4% |
| 30D | -6.9% | -6.6% | -0.3% | -5.7% |
| 3M | -14.9% | +31.4% | -46.3% | -21.4% |
| 6M | +29.0% | +35.2% | -6.2% | +16.9% |
| YTD | +51.5% | +5.8% | +45.7% | +44.8% |
| 1Y | +41.6% | +38.7% | +2.9% | +25.0% |
| 3Y | +65.8% | +175.8% | -110.0% | +18.5% |
| 5Y | +56.8% | +111.8% | -55.0% | +14.6% |
| 10Y | +387.5% | +179.7% | +207.7% | +202.9% |
| All | +1,264.2% | +851.4% | +412.8% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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