+10,163.0%
TXN vs IT
+6,105.9%
+4,057.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.1% |
| 7D | -0.1% | -6.0% | +6.0% | +1.5% |
| 30D | -6.9% | 0.0% | -6.9% | -7.3% |
| 3M | -14.9% | +13.1% | -28.0% | -19.9% |
| 6M | +29.0% | +11.7% | +17.3% | +19.7% |
| YTD | +51.5% | -26.1% | +77.6% | +56.2% |
| 1Y | +41.6% | -21.3% | +62.8% | +42.6% |
| 3Y | +65.8% | -46.7% | +112.6% | +83.5% |
| 5Y | +56.8% | -40.5% | +97.3% | +66.8% |
| 10Y | +387.5% | +103.9% | +283.6% | +254.5% |
| All | +10,163.0% | +6,105.9% | +4,057.1% | +2,670.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling