+125.8%
TXN vs GS
+202.3%
-76.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -3.0% |
| 7D | +9.5% | +5.9% | +3.6% | +6.0% |
| 30D | +8.7% | +4.3% | +4.4% | +6.5% |
| 3M | +11.6% | -11.7% | +23.2% | +19.4% |
| 6M | +0.1% | -3.2% | +3.3% | +1.6% |
| YTD | +78.8% | +5.8% | +73.0% | +70.7% |
| 1Y | +91.2% | +16.0% | +75.2% | +72.6% |
| 3Y | +125.8% | +199.8% | -73.9% | +13.0% |
| All | +125.8% | +202.3% | -76.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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