+41.6%
TXN vs GSK
+31.2%
+10.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.9% |
| 7D | -0.1% | -1.8% | +1.8% | 0.0% |
| 30D | -6.9% | -2.2% | -4.8% | -6.9% |
| 3M | -14.9% | -1.8% | -13.1% | -15.1% |
| 6M | +29.0% | -10.6% | +39.6% | +30.7% |
| YTD | +51.5% | +4.4% | +47.0% | +50.7% |
| 1Y | +41.6% | +30.4% | +11.1% | +43.1% |
| All | +41.6% | +31.2% | +10.3% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling