+71.3%
TXN vs IR
+8.4%
+63.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | -9.5% | -13.6% | +4.1% | -2.6% |
| 3M | -10.5% | +3.7% | -14.2% | -13.1% |
| 6M | +35.4% | -13.1% | +48.4% | +44.0% |
| YTD | +51.8% | -5.1% | +56.9% | +52.6% |
| 1Y | +42.9% | -6.5% | +49.4% | +44.4% |
| 3Y | +71.3% | +8.5% | +62.8% | +55.9% |
| All | +71.3% | +8.4% | +63.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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