+41.6%
TXN vs IT
-24.5%
+66.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +1.2% |
| 7D | -0.1% | -6.0% | +6.0% | -0.9% |
| 30D | -6.9% | 0.0% | -6.9% | -6.8% |
| 3M | -14.9% | +13.1% | -28.0% | -10.9% |
| 6M | +29.0% | +11.7% | +17.3% | +36.2% |
| YTD | +51.5% | -26.1% | +77.6% | +69.9% |
| 1Y | +41.6% | -21.3% | +62.8% | +56.6% |
| All | +41.6% | -24.5% | +66.0% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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