+1,145.3%
TXN vs GM
+232.1%
+913.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.1% |
| 7D | +2.0% | -1.1% | +3.0% | +2.3% |
| 30D | -8.0% | -3.4% | -4.6% | -7.0% |
| 3M | -7.8% | +8.7% | -16.4% | -10.6% |
| 6M | +32.4% | +15.4% | +17.0% | +25.1% |
| YTD | +51.7% | +6.6% | +45.1% | +46.5% |
| 1Y | +44.3% | +51.5% | -7.2% | +21.9% |
| 3Y | +71.3% | +169.3% | -98.1% | +13.1% |
| 5Y | +56.4% | +81.6% | -25.1% | +15.2% |
| 10Y | +410.2% | +240.7% | +169.5% | +167.5% |
| All | +1,145.3% | +232.1% | +913.2% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling