+59.9%
TXN vs IR
+40.4%
+19.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +2.1% |
| 7D | +2.7% | -1.9% | +4.6% | +3.7% |
| 30D | -6.7% | -15.0% | +8.3% | +1.6% |
| 3M | -8.9% | -0.4% | -8.5% | -9.5% |
| 6M | +34.7% | -15.0% | +49.7% | +45.4% |
| YTD | +53.3% | -7.1% | +60.4% | +56.2% |
| 1Y | +45.0% | -7.5% | +52.6% | +47.7% |
| 3Y | +73.1% | +6.3% | +66.8% | +57.6% |
| 5Y | +59.9% | +37.3% | +22.6% | +22.7% |
| All | +59.9% | +40.4% | +19.5% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling