+84.6%
TXN vs IRM
+187.5%
-102.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +9.5% | +6.8% | +2.7% | +6.7% |
| 30D | +8.7% | +2.6% | +6.1% | +8.0% |
| 3M | +11.6% | -9.5% | +21.0% | +16.0% |
| 6M | +0.1% | -8.5% | +8.6% | +3.3% |
| YTD | +78.8% | +40.3% | +38.5% | +56.2% |
| 1Y | +91.2% | +28.7% | +62.5% | +72.5% |
| 3Y | +125.8% | +111.8% | +14.0% | +54.6% |
| All | +84.6% | +187.5% | -102.9% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling