+76.5%
TXN vs INDA
+7.9%
+68.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.9% | +3.1% |
| 7D | +4.0% | -2.7% | +6.7% | +6.1% |
| 30D | -2.9% | -2.8% | -0.1% | -0.9% |
| 3M | -9.1% | +1.6% | -10.7% | -10.0% |
| 6M | +36.6% | -1.4% | +38.1% | +37.7% |
| YTD | +57.5% | -10.1% | +67.6% | +69.7% |
| 1Y | +49.5% | -8.8% | +58.3% | +58.4% |
| 3Y | +76.5% | +7.6% | +68.9% | +56.7% |
| All | +76.5% | +7.9% | +68.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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