+1,655.6%
TXN vs GS
+1,570.5%
+85.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -7.8% | -3.2% | -4.6% | -6.2% |
| 30D | -3.6% | -2.4% | -1.1% | -2.3% |
| 3M | +0.1% | -15.7% | +15.9% | +8.5% |
| 6M | -3.2% | -6.8% | +3.6% | -0.2% |
| YTD | +63.4% | -0.1% | +63.4% | +61.9% |
| 1Y | +75.6% | +12.1% | +63.5% | +64.8% |
| 3Y | +104.0% | +185.8% | -81.8% | +22.5% |
| 5Y | +65.0% | +140.1% | -75.1% | +5.9% |
| 10Y | +437.9% | +505.2% | -67.3% | +113.7% |
| All | +1,655.6% | +1,570.5% | +85.1% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling