+58.0%
TXN vs IBB
+20.0%
+38.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.6% |
| 7D | +2.2% | -1.7% | +3.9% | +3.2% |
| 30D | -9.5% | +4.9% | -14.4% | -12.7% |
| 3M | -10.5% | +24.2% | -34.8% | -23.2% |
| 6M | +35.4% | +23.8% | +11.5% | +15.9% |
| YTD | +51.8% | +23.0% | +28.8% | +30.1% |
| 1Y | +42.9% | +46.2% | -3.2% | +8.1% |
| 3Y | +71.3% | +64.8% | +6.5% | +18.0% |
| 5Y | +58.0% | +20.9% | +37.1% | +22.8% |
| All | +58.0% | +20.0% | +38.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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