+799.3%
TXN vs GPN
+2,494.6%
-1,695.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.8% |
| 7D | +2.0% | -3.5% | +5.5% | +3.3% |
| 30D | -8.0% | +3.1% | -11.1% | -9.5% |
| 3M | -7.8% | +42.3% | -50.0% | -21.0% |
| 6M | +32.4% | +20.9% | +11.5% | +19.6% |
| YTD | +51.7% | +15.2% | +36.5% | +37.8% |
| 1Y | +44.3% | +5.4% | +38.9% | +35.5% |
| 3Y | +71.3% | -27.4% | +98.7% | +81.8% |
| 5Y | +56.4% | -44.2% | +100.6% | +78.0% |
| 10Y | +410.2% | +27.4% | +382.9% | +295.1% |
| All | +799.3% | +2,494.6% | -1,695.3% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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