+70.1%
TXN vs IAG
+796.9%
-726.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +2.0% | -4.1% | +6.0% | +2.4% |
| 30D | -8.0% | +10.6% | -18.6% | -8.9% |
| 3M | -7.8% | +35.4% | -43.1% | -10.6% |
| 6M | +32.4% | -9.5% | +42.0% | +31.8% |
| YTD | +51.7% | +21.8% | +29.9% | +47.8% |
| 1Y | +44.3% | +84.1% | -39.8% | +36.9% |
| All | +70.1% | +796.9% | -726.8% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling