+78.4%
TXN vs HAS
+51.1%
+27.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.0% |
| 7D | -2.1% | +2.2% | -4.2% | -2.8% |
| 30D | +4.7% | +29.6% | -24.8% | -5.5% |
| 3M | +3.9% | +30.3% | -26.4% | -6.7% |
| 6M | +3.8% | +25.6% | -21.8% | -6.0% |
| YTD | +74.2% | +50.8% | +23.4% | +46.1% |
| 1Y | +88.2% | +63.0% | +25.2% | +52.9% |
| 3Y | +124.0% | +211.6% | -87.6% | +41.3% |
| 5Y | +78.4% | +50.4% | +28.0% | +46.2% |
| All | +78.4% | +51.1% | +27.3% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling