+70.1%
TXN vs GAP
+103.6%
-33.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +2.0% | -6.3% | +8.3% | +2.9% |
| 30D | -8.0% | -0.2% | -7.7% | -8.2% |
| 3M | -7.8% | 0.0% | -7.8% | -8.2% |
| 6M | +32.4% | -8.1% | +40.5% | +32.9% |
| YTD | +51.7% | -16.5% | +68.2% | +54.2% |
| 1Y | +44.3% | -10.5% | +54.8% | +44.5% |
| All | +70.1% | +103.6% | -33.6% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling