+125.8%
TXN vs IP
+18.8%
+107.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -3.2% |
| 7D | +9.5% | -0.3% | +9.8% | +9.5% |
| 30D | +8.7% | +7.9% | +0.8% | +6.6% |
| 3M | +11.6% | -15.3% | +26.9% | +16.0% |
| 6M | +0.1% | +10.5% | -10.4% | -3.7% |
| YTD | +78.8% | -9.4% | +88.2% | +79.9% |
| 1Y | +91.2% | -4.6% | +95.8% | +89.1% |
| 3Y | +125.8% | +21.2% | +104.6% | +121.7% |
| All | +125.8% | +18.8% | +107.0% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling