+206.0%
TXN vs GH
+480.1%
-274.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | -9.5% | -4.5% | -5.0% | -9.0% |
| 3M | -10.5% | +28.9% | -39.4% | -14.1% |
| 6M | +35.4% | +76.5% | -41.1% | +23.4% |
| YTD | +51.8% | +57.6% | -5.9% | +40.2% |
| 1Y | +42.9% | +167.5% | -124.6% | +20.9% |
| 3Y | +71.3% | +377.4% | -306.1% | +26.4% |
| 5Y | +58.0% | +23.8% | +34.2% | +34.2% |
| All | +206.0% | +480.1% | -274.1% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling