+7,397.7%
TXN vs IRM
+9,964.6%
-2,566.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -6.9% | -8.1% | +1.1% | -4.5% |
| 3M | -14.9% | -9.7% | -5.3% | -12.4% |
| 6M | +29.0% | +10.0% | +19.0% | +24.7% |
| YTD | +51.5% | +43.0% | +8.5% | +34.2% |
| 1Y | +41.6% | +32.7% | +8.9% | +27.7% |
| 3Y | +65.8% | +102.7% | -36.9% | +28.6% |
| 5Y | +56.8% | +187.6% | -130.7% | +7.5% |
| 10Y | +387.5% | +420.1% | -32.6% | +165.9% |
| All | +7,397.7% | +9,964.6% | -2,566.9% | +1,985.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling