+99.7%
TXN vs IRE
-97.6%
+197.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.2% | +22.9% | +1.1% |
| 7D | +1.0% | -46.8% | +47.9% | +4.3% |
| 30D | +6.1% | -75.5% | +81.6% | +13.9% |
| 3M | +10.4% | -79.4% | +89.8% | +18.4% |
| 6M | +12.6% | -91.3% | +103.9% | +22.5% |
| YTD | +83.5% | -90.8% | +174.3% | +95.5% |
| 1Y | +99.7% | -97.7% | +197.4% | +119.5% |
| All | +99.7% | -97.6% | +197.3% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling