+70.1%
TXN vs IBN
+25.1%
+45.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.0% | -5.5% | +7.4% | +3.3% |
| 30D | -8.0% | -3.4% | -4.6% | -7.3% |
| 3M | -7.8% | +8.7% | -16.4% | -9.8% |
| 6M | +32.4% | +3.7% | +28.7% | +30.5% |
| YTD | +51.7% | -2.4% | +54.1% | +51.5% |
| 1Y | +44.3% | -8.1% | +52.4% | +45.6% |
| All | +70.1% | +25.1% | +45.0% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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