+41.7%
TXN vs GLXY
+12.0%
+29.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +1.9% |
| 7D | -0.1% | +13.4% | -13.5% | -1.2% |
| 30D | -6.9% | +38.1% | -45.0% | -9.5% |
| 3M | -14.9% | -7.3% | -7.6% | -15.2% |
| 6M | +29.0% | +8.2% | +20.8% | +26.8% |
| YTD | +51.5% | +17.8% | +33.7% | +47.4% |
| 1Y | +41.6% | +14.9% | +26.6% | +43.0% |
| All | +41.7% | +12.0% | +29.6% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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