+125.8%
TXN vs IRM
+112.1%
+13.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +9.5% | +6.8% | +2.7% | +6.9% |
| 30D | +8.7% | +2.6% | +6.1% | +8.1% |
| 3M | +11.6% | -9.5% | +21.0% | +15.5% |
| 6M | +0.1% | -8.5% | +8.6% | +3.0% |
| YTD | +78.8% | +40.3% | +38.5% | +59.5% |
| 1Y | +91.2% | +28.7% | +62.5% | +75.4% |
| 3Y | +125.8% | +111.8% | +14.0% | +45.1% |
| All | +125.8% | +112.1% | +13.7% | +45.1% |
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