+41.6%
TXN vs GM
+52.7%
-11.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.1% | +1.7% | -1.8% | -0.5% |
| 30D | -6.9% | -1.6% | -5.4% | -6.6% |
| 3M | -14.9% | +5.7% | -20.6% | -16.3% |
| 6M | +29.0% | +12.2% | +16.8% | +25.1% |
| YTD | +51.5% | +8.4% | +43.1% | +46.6% |
| 1Y | +41.6% | +52.3% | -10.7% | +31.8% |
| All | +41.6% | +52.7% | -11.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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