+91.2%
TXN vs IP
-3.2%
+94.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -3.8% | 0.0% | -3.9% | -3.7% |
| 30D | +6.4% | +9.4% | -2.9% | +4.8% |
| 3M | +7.7% | -14.1% | +21.7% | +10.6% |
| 6M | +5.5% | +9.2% | -3.7% | +2.9% |
| YTD | +77.0% | -7.5% | +84.5% | +77.5% |
| 1Y | +91.2% | -2.8% | +94.0% | +88.1% |
| All | +91.2% | -3.2% | +94.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling