+76.5%
TXN vs GIS
-37.5%
+114.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +4.0% | -6.4% | +10.3% | +3.6% |
| 30D | -2.9% | -6.1% | +3.3% | -3.2% |
| 3M | -9.1% | +7.8% | -16.9% | -9.2% |
| 6M | +36.6% | -8.8% | +45.4% | +37.6% |
| YTD | +57.5% | -19.1% | +76.6% | +59.3% |
| 1Y | +49.5% | -24.8% | +74.3% | +51.9% |
| 3Y | +76.5% | -37.6% | +114.1% | +82.2% |
| All | +76.5% | -37.5% | +114.0% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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