+1,527.9%
TXN vs GS
+1,903.9%
-376.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.1% | +0.9% | -1.0% | -0.5% |
| 30D | -6.9% | -1.6% | -5.4% | -6.4% |
| 3M | -14.9% | -4.5% | -10.5% | -13.2% |
| 6M | +29.0% | +20.9% | +8.1% | +17.6% |
| YTD | +51.5% | +19.9% | +31.6% | +37.7% |
| 1Y | +41.6% | +41.4% | +0.2% | +18.8% |
| 3Y | +65.8% | +239.2% | -173.3% | -8.4% |
| 5Y | +56.8% | +185.0% | -128.2% | -7.4% |
| 10Y | +387.5% | +655.0% | -267.5% | +74.5% |
| All | +1,527.9% | +1,903.9% | -376.0% | +137.7% |
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