+2,320.2%
TXN vs HBM
+649.7%
+1,670.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | +2.7% | +5.5% | -2.9% | +1.7% |
| 30D | -6.7% | +3.3% | -10.0% | -7.4% |
| 3M | -8.9% | +12.7% | -21.6% | -11.2% |
| 6M | +34.7% | +28.2% | +6.5% | +27.5% |
| YTD | +53.3% | +45.3% | +8.0% | +41.1% |
| 1Y | +45.0% | +121.7% | -76.7% | +23.3% |
| 3Y | +73.1% | +523.5% | -450.4% | +19.3% |
| 5Y | +59.9% | +393.9% | -334.0% | +9.8% |
| 10Y | +415.7% | +647.9% | -232.2% | +189.7% |
| All | +2,320.2% | +649.7% | +1,670.5% | +1,012.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling