+71.3%
TXN vs HAS
+45.6%
+25.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.2% |
| 7D | +2.2% | -3.1% | +5.3% | +3.5% |
| 30D | -9.5% | -2.7% | -6.8% | -8.6% |
| 3M | -10.5% | +8.9% | -19.5% | -14.1% |
| 6M | +35.4% | -2.9% | +38.3% | +35.7% |
| YTD | +51.8% | +12.6% | +39.1% | +42.4% |
| 1Y | +42.9% | +17.5% | +25.5% | +31.5% |
| 3Y | +71.3% | +46.2% | +25.1% | +32.7% |
| All | +71.3% | +45.6% | +25.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 3y: compounded portfolio wealth divided by compounded HAS 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…
3y analysis · Full analysis span regression · 6 months rolling