+1,240.2%
TXN vs IBB
+562.7%
+677.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +9.5% | -0.5% | +10.0% | +9.9% |
| 30D | +8.7% | +4.6% | +4.2% | +5.7% |
| 3M | +11.6% | +6.8% | +4.8% | +6.0% |
| 6M | +0.1% | +23.1% | -23.0% | -13.9% |
| YTD | +78.8% | +26.0% | +52.8% | +50.5% |
| 1Y | +91.2% | +30.4% | +60.8% | +57.3% |
| 3Y | +125.8% | +85.4% | +40.4% | +46.1% |
| 5Y | +83.8% | +39.7% | +44.1% | +41.9% |
| 10Y | +469.9% | +127.1% | +342.8% | +215.7% |
| All | +1,240.2% | +562.7% | +677.6% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling