+70.1%
TXN vs HBM
+460.9%
-390.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.5% | +6.5% | +0.6% |
| 7D | +2.0% | -3.7% | +5.7% | +2.7% |
| 30D | -8.0% | -3.7% | -4.3% | -7.5% |
| 3M | -7.8% | +8.0% | -15.8% | -9.9% |
| 6M | +32.4% | +15.8% | +16.6% | +26.5% |
| YTD | +51.7% | +34.4% | +17.3% | +39.3% |
| 1Y | +44.3% | +98.2% | -53.9% | +21.3% |
| All | +70.1% | +460.9% | -390.8% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling