+99.7%
TXN vs HWM
+5.4%
+94.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.8% |
| 7D | +1.0% | +9.4% | -8.4% | -1.3% |
| 30D | +6.1% | -7.0% | +13.1% | +7.9% |
| 3M | +10.4% | -25.9% | +36.2% | +19.2% |
| 6M | +12.6% | -10.8% | +23.4% | +14.1% |
| YTD | +83.5% | +4.3% | +79.1% | +86.2% |
| 1Y | +99.7% | +4.4% | +95.3% | +103.6% |
| All | +99.7% | +5.4% | +94.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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