+41.6%
TXN vs GILD
+36.9%
+4.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | -0.1% | +3.7% | -3.7% | -0.6% |
| 30D | -6.9% | +14.6% | -21.5% | -9.0% |
| 3M | -14.9% | +17.7% | -32.6% | -17.6% |
| 6M | +29.0% | +3.1% | +25.9% | +30.3% |
| YTD | +51.5% | +24.5% | +26.9% | +44.5% |
| 1Y | +41.6% | +37.4% | +4.2% | +33.3% |
| All | +41.6% | +36.9% | +4.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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