+124.0%
TXN vs GGLL
+153.6%
-29.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +6.2% |
| 7D | -2.1% | +6.3% | -8.4% | -2.9% |
| 30D | +4.7% | -35.1% | +39.8% | +11.1% |
| 3M | +3.9% | -37.7% | +41.6% | +10.5% |
| 6M | +3.8% | -54.1% | +57.9% | +15.2% |
| YTD | +74.2% | -29.4% | +103.6% | +77.3% |
| 1Y | +88.2% | -13.4% | +101.6% | +83.8% |
| 3Y | +124.0% | +158.3% | -34.4% | +69.7% |
| All | +124.0% | +153.6% | -29.6% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling