+65.9%
TXN vs IP
-12.0%
+77.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -7.8% | -5.1% | -2.7% | -6.3% |
| 30D | -3.6% | +8.5% | -12.1% | -6.0% |
| 3M | +0.1% | -13.8% | +13.9% | +4.4% |
| 6M | -3.2% | +5.7% | -9.0% | -6.4% |
| YTD | +63.4% | -9.1% | +72.5% | +64.1% |
| 1Y | +75.6% | -0.8% | +76.4% | +70.6% |
| 3Y | +104.0% | +14.8% | +89.2% | +79.4% |
| All | +65.9% | -12.0% | +77.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling