+76.5%
TXN vs IRM
+102.2%
-25.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.1% |
| 7D | +4.0% | -1.4% | +5.4% | +4.5% |
| 30D | -2.9% | -7.4% | +4.5% | -0.3% |
| 3M | -9.1% | -7.4% | -1.7% | -7.1% |
| 6M | +36.6% | +8.7% | +28.0% | +32.4% |
| YTD | +57.5% | +40.9% | +16.5% | +39.2% |
| 1Y | +49.5% | +20.5% | +29.0% | +38.9% |
| 3Y | +76.5% | +101.7% | -25.2% | +13.2% |
| All | +76.5% | +102.2% | -25.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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