+1,572.0%
TXN vs GNRC
+2,020.8%
-448.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.3% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | -8.0% | -15.8% | +7.9% | -3.6% |
| 3M | -7.8% | -24.0% | +16.3% | -0.6% |
| 6M | +32.4% | -13.8% | +46.2% | +37.5% |
| YTD | +51.7% | +33.2% | +18.5% | +39.1% |
| 1Y | +44.3% | -1.8% | +46.1% | +42.5% |
| 3Y | +71.3% | +57.7% | +13.5% | +44.8% |
| 5Y | +56.4% | -59.7% | +116.2% | +75.0% |
| 10Y | +410.2% | +430.7% | -20.5% | +184.2% |
| All | +1,572.0% | +2,020.8% | -448.9% | +554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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