+59.9%
TXN vs KEY
+40.7%
+19.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -6.7% | -3.3% | -3.5% | -5.7% |
| 3M | -8.9% | -0.7% | -8.2% | -8.8% |
| 6M | +34.7% | +12.5% | +22.2% | +29.6% |
| YTD | +53.3% | +8.4% | +44.9% | +48.9% |
| 1Y | +45.0% | +18.4% | +26.6% | +36.7% |
| 3Y | +73.1% | +123.3% | -50.2% | +36.3% |
| 5Y | +59.9% | +38.8% | +21.1% | +41.6% |
| All | +59.9% | +40.7% | +19.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling