+99.7%
TXN vs GGLL
-11.6%
+111.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.0% |
| 7D | +1.0% | -23.1% | +24.1% | +3.3% |
| 30D | +6.1% | -32.9% | +39.0% | +10.3% |
| 3M | +10.4% | -44.9% | +55.2% | +17.5% |
| 6M | +12.6% | -49.5% | +62.1% | +20.8% |
| YTD | +83.5% | -28.9% | +112.4% | +84.0% |
| 1Y | +99.7% | -12.2% | +111.9% | +97.0% |
| All | +99.7% | -11.6% | +111.3% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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