+91.2%
TXN vs KEY
+25.9%
+65.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -3.1% |
| 7D | +9.5% | +2.9% | +6.5% | +8.0% |
| 30D | +8.7% | +8.4% | +0.3% | +5.1% |
| 3M | +11.6% | -5.8% | +17.3% | +14.7% |
| 6M | +0.1% | +5.4% | -5.3% | -2.2% |
| YTD | +78.8% | +7.1% | +71.7% | +69.3% |
| 1Y | +91.2% | +26.8% | +64.4% | +66.8% |
| All | +91.2% | +25.9% | +65.3% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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