+56.6%
TXN vs GTLB
-50.8%
+107.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.2% |
| 7D | +2.7% | -6.6% | +9.2% | +3.4% |
| 30D | -6.7% | +13.7% | -20.5% | -8.2% |
| 3M | -8.9% | +52.9% | -61.8% | -13.5% |
| 6M | +34.7% | +88.5% | -53.8% | +23.4% |
| YTD | +53.3% | +23.4% | +29.9% | +47.8% |
| 1Y | +45.0% | -3.8% | +48.9% | +44.1% |
| 3Y | +73.1% | -11.5% | +84.6% | +68.2% |
| All | +56.6% | -50.8% | +107.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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