+489.2%
TXN vs HWM
+1,278.2%
-789.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.4% |
| 7D | -0.5% | +5.0% | -5.5% | -1.8% |
| 30D | +10.5% | +1.5% | +9.0% | +9.8% |
| 3M | +10.7% | -20.3% | +31.0% | +17.9% |
| 6M | +5.1% | -18.0% | +23.1% | +10.7% |
| YTD | +82.5% | +9.5% | +73.0% | +75.1% |
| 1Y | +98.2% | +7.5% | +90.7% | +91.0% |
| 3Y | +128.4% | +355.7% | -227.3% | +38.6% |
| 5Y | +89.0% | +610.2% | -521.2% | -0.1% |
| 10Y | +481.5% | +1,516.8% | -1,035.2% | +141.5% |
| All | +489.2% | +1,278.2% | -789.0% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling