+20,389.3%
TXN vs GSK
+1,705.8%
+18,683.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | -0.1% | -1.8% | +1.8% | +0.5% |
| 30D | -6.9% | -2.2% | -4.8% | -6.4% |
| 3M | -14.9% | -1.8% | -13.1% | -15.0% |
| 6M | +29.0% | -10.6% | +39.6% | +33.1% |
| YTD | +51.5% | +4.4% | +47.0% | +47.5% |
| 1Y | +41.6% | +30.4% | +11.1% | +26.6% |
| 3Y | +65.8% | +60.1% | +5.7% | +34.5% |
| 5Y | +56.8% | +46.8% | +10.0% | +28.9% |
| 10Y | +387.5% | +79.2% | +308.2% | +268.9% |
| All | +20,389.3% | +1,705.8% | +18,683.5% | +6,970.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling