+104.0%
TXN vs GD
+54.3%
+49.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -7.8% | -5.0% | -2.8% | -6.8% |
| 30D | -3.6% | +8.9% | -12.5% | -5.1% |
| 3M | +0.1% | -8.0% | +8.2% | +1.9% |
| 6M | -3.2% | +2.9% | -6.1% | -4.1% |
| YTD | +63.4% | +7.1% | +56.3% | +58.9% |
| 1Y | +75.6% | +5.9% | +69.7% | +71.4% |
| 3Y | +104.0% | +53.9% | +50.2% | +79.5% |
| All | +104.0% | +54.3% | +49.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling