+401.4%
TXN vs IR
+334.2%
+67.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +12.3% | +4.3% | +8.1% | +10.4% |
| 30D | +9.1% | +8.1% | +1.0% | +5.5% |
| 3M | +13.5% | +0.7% | +12.8% | +13.0% |
| 6M | +6.9% | +16.6% | -9.7% | -0.6% |
| YTD | +84.0% | +7.8% | +76.2% | +75.9% |
| 1Y | +95.8% | +9.9% | +85.9% | +85.4% |
| 3Y | +130.3% | +25.2% | +105.1% | +104.6% |
| 5Y | +89.2% | +46.8% | +42.4% | +55.0% |
| All | +401.4% | +334.2% | +67.3% | +205.2% |
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