+23,460.2%
TXN vs KEY
+1,010.6%
+22,449.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +5.9% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +4.7% | +7.2% | -2.5% | +2.8% |
| 3M | +3.9% | -4.9% | +8.8% | +5.4% |
| 6M | +3.8% | +1.1% | +2.7% | +3.4% |
| YTD | +74.2% | +6.8% | +67.4% | +70.7% |
| 1Y | +88.2% | +23.3% | +64.9% | +77.2% |
| 3Y | +124.0% | +126.1% | -2.1% | +77.0% |
| 5Y | +78.4% | +15.2% | +63.2% | +61.5% |
| 10Y | +455.6% | +113.6% | +342.0% | +295.9% |
| All | +23,460.2% | +1,010.6% | +22,449.6% | +6,808.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling