+41.6%
TXN vs HBM
+123.0%
-81.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.0% |
| 7D | -0.1% | -6.4% | +6.3% | +1.4% |
| 30D | -6.9% | +5.9% | -12.8% | -8.3% |
| 3M | -14.9% | -8.9% | -6.0% | -14.5% |
| 6M | +29.0% | +10.7% | +18.3% | +24.1% |
| YTD | +51.5% | +38.3% | +13.2% | +41.0% |
| 1Y | +41.6% | +121.3% | -79.8% | +31.0% |
| All | +41.6% | +123.0% | -81.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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