+312.7%
TXN vs IR
+288.5%
+24.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | -0.1% | -2.8% | +2.7% | +1.2% |
| 30D | -6.9% | -15.1% | +8.2% | -0.3% |
| 3M | -14.9% | +6.1% | -21.0% | -17.5% |
| 6M | +29.0% | -16.8% | +45.8% | +38.6% |
| YTD | +51.5% | -3.5% | +55.0% | +52.0% |
| 1Y | +41.6% | -3.5% | +45.1% | +41.7% |
| 3Y | +65.8% | +9.5% | +56.3% | +55.7% |
| 5Y | +56.8% | +45.1% | +11.7% | +30.1% |
| All | +312.7% | +288.5% | +24.2% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling