+76.5%
TXN vs GM
+166.7%
-90.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +4.0% | -2.4% | +6.4% | +4.7% |
| 30D | -2.9% | -1.1% | -1.7% | -2.6% |
| 3M | -9.1% | +6.1% | -15.2% | -10.8% |
| 6M | +36.6% | +15.0% | +21.7% | +30.7% |
| YTD | +57.5% | +6.0% | +51.5% | +53.3% |
| 1Y | +49.5% | +47.1% | +2.4% | +31.6% |
| 3Y | +76.5% | +170.5% | -93.9% | +24.4% |
| All | +76.5% | +166.7% | -90.2% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling