+24,087.2%
TXN vs GPC
+2,081.1%
+22,006.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.1% |
| 7D | +9.5% | +0.4% | +9.0% | +9.2% |
| 30D | +8.7% | -6.3% | +15.0% | +12.3% |
| 3M | +11.6% | -8.2% | +19.7% | +16.1% |
| 6M | +0.1% | +27.1% | -27.0% | -14.5% |
| YTD | +78.8% | +3.1% | +75.7% | +68.3% |
| 1Y | +91.2% | +0.1% | +91.2% | +82.9% |
| 3Y | +125.8% | +0.2% | +125.6% | +106.8% |
| 5Y | +83.8% | +4.9% | +78.9% | +60.5% |
| 10Y | +469.9% | +75.2% | +394.7% | +238.4% |
| All | +24,087.2% | +2,081.1% | +22,006.0% | +2,885.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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