+49.5%
TXN vs GAP
-7.6%
+57.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.4% |
| 7D | +4.0% | -4.1% | +8.1% | +4.6% |
| 30D | -2.9% | +6.2% | -9.1% | -4.1% |
| 3M | -9.1% | -0.7% | -8.4% | -9.2% |
| 6M | +36.6% | -7.1% | +43.8% | +37.0% |
| YTD | +57.5% | -14.1% | +71.6% | +59.1% |
| 1Y | +49.5% | -8.5% | +58.0% | +43.0% |
| All | +49.5% | -7.6% | +57.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling