+99.7%
TXN vs GD
+9.0%
+90.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.4% |
| 7D | +1.0% | +3.0% | -1.9% | +1.1% |
| 30D | +6.1% | +10.5% | -4.4% | +6.4% |
| 3M | +10.4% | -5.0% | +15.3% | +10.4% |
| 6M | +12.6% | +5.5% | +7.1% | +12.7% |
| YTD | +83.5% | +10.3% | +73.1% | +77.8% |
| 1Y | +99.7% | +8.2% | +91.6% | +95.6% |
| All | +99.7% | +9.0% | +90.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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