+59.9%
TXN vs HWM
+658.8%
-598.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +2.7% | -8.0% | +10.7% | +5.5% |
| 30D | -6.7% | -18.0% | +11.3% | 0.0% |
| 3M | -8.9% | -9.5% | +0.6% | -6.2% |
| 6M | +34.7% | -8.4% | +43.1% | +37.4% |
| YTD | +53.3% | +13.6% | +39.7% | +43.2% |
| 1Y | +45.0% | +30.2% | +14.8% | +27.8% |
| 3Y | +73.1% | +392.2% | -319.1% | -16.7% |
| 5Y | +59.9% | +645.2% | -585.3% | -37.2% |
| All | +59.9% | +658.8% | -598.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling