+22,059.6%
TXN vs IP
+327.4%
+21,732.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.0% | -6.7% | -9.3% |
| 7D | -10.7% | -5.0% | -5.7% | -9.1% |
| 30D | -6.0% | +6.5% | -12.5% | -8.2% |
| 3M | +0.6% | -18.0% | +18.7% | +7.3% |
| 6M | 0.0% | +10.3% | -10.3% | -5.0% |
| YTD | +63.8% | -9.9% | +73.7% | +64.9% |
| 1Y | +73.8% | -1.1% | +74.8% | +68.8% |
| 3Y | +100.9% | +13.0% | +87.9% | +79.7% |
| 5Y | +65.5% | -12.3% | +77.8% | +60.1% |
| 10Y | +439.5% | +26.8% | +412.6% | +338.2% |
| All | +22,059.6% | +327.4% | +21,732.2% | +8,615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling