+21,996.7%
TXN vs IP
+331.0%
+21,665.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -7.8% | -5.1% | -2.7% | -6.1% |
| 30D | -3.6% | +8.5% | -12.1% | -6.5% |
| 3M | +0.1% | -13.8% | +13.9% | +4.9% |
| 6M | -3.2% | +5.7% | -9.0% | -6.7% |
| YTD | +63.4% | -9.1% | +72.5% | +63.9% |
| 1Y | +75.6% | -0.8% | +76.4% | +70.4% |
| 3Y | +104.0% | +14.8% | +89.2% | +81.4% |
| 5Y | +65.0% | -11.5% | +76.5% | +59.2% |
| 10Y | +437.9% | +27.9% | +410.0% | +335.6% |
| All | +21,996.7% | +331.0% | +21,665.7% | +8,564.3% |
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