+57.2%
TXN vs GD
+97.9%
-40.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | -0.1% | -5.3% | +5.2% | +1.5% |
| 30D | -6.9% | -6.4% | -0.5% | -5.1% |
| 3M | -14.9% | +5.7% | -20.6% | -16.8% |
| 6M | +29.0% | -0.9% | +29.9% | +28.9% |
| YTD | +51.5% | +8.2% | +43.3% | +45.8% |
| 1Y | +41.6% | +13.4% | +28.1% | +33.8% |
| 3Y | +65.8% | +68.5% | -2.7% | +30.5% |
| All | +57.2% | +97.9% | -40.8% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling