+59.6%
TXN vs GH
+20.8%
+38.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.9% | +3.9% |
| 7D | +4.0% | -2.5% | +6.5% | +4.3% |
| 30D | -2.9% | -4.7% | +1.8% | -2.3% |
| 3M | -9.1% | +20.2% | -29.3% | -11.5% |
| 6M | +36.6% | +78.8% | -42.1% | +25.8% |
| YTD | +57.5% | +54.1% | +3.4% | +47.3% |
| 1Y | +49.5% | +177.1% | -127.5% | +28.3% |
| 3Y | +76.5% | +371.6% | -295.1% | +35.3% |
| All | +59.6% | +20.8% | +38.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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