+7,128.0%
TXN vs HIG
+980.5%
+6,147.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.5% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | -9.5% | -4.9% | -4.6% | -8.7% |
| 3M | -10.5% | +6.8% | -17.3% | -11.9% |
| 6M | +35.4% | -1.7% | +37.1% | +35.2% |
| YTD | +51.8% | -0.2% | +52.0% | +51.1% |
| 1Y | +42.9% | +5.7% | +37.2% | +40.7% |
| 3Y | +71.3% | +100.3% | -28.9% | +49.3% |
| 5Y | +58.0% | +118.5% | -60.5% | +35.1% |
| 10Y | +393.3% | +309.7% | +83.5% | +266.3% |
| All | +7,128.0% | +980.5% | +6,147.5% | +3,183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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