+20,427.4%
TXN vs GAP
+2,253.0%
+18,174.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.8% |
| 30D | -9.5% | +9.3% | -18.8% | -11.8% |
| 3M | -10.5% | +6.1% | -16.6% | -12.4% |
| 6M | +35.4% | -2.3% | +37.7% | +34.1% |
| YTD | +51.8% | -10.6% | +62.3% | +52.8% |
| 1Y | +42.9% | -4.4% | +47.4% | +41.0% |
| 3Y | +71.3% | +118.3% | -47.0% | +28.1% |
| 5Y | +58.0% | +12.2% | +45.8% | +30.4% |
| 10Y | +393.3% | +33.7% | +359.5% | +225.6% |
| All | +20,427.4% | +2,253.0% | +18,174.4% | +3,846.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling