+24,794.6%
TXN vs KEY
+1,006.4%
+23,788.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +12.3% | +1.8% | +10.6% | +11.8% |
| 30D | +9.1% | +7.1% | +2.0% | +7.1% |
| 3M | +13.5% | -5.9% | +19.5% | +15.5% |
| 6M | +6.9% | +2.2% | +4.7% | +6.2% |
| YTD | +84.0% | +6.4% | +77.6% | +80.6% |
| 1Y | +95.8% | +24.8% | +71.0% | +83.7% |
| 3Y | +130.3% | +125.2% | +5.1% | +82.2% |
| 5Y | +89.2% | +13.0% | +76.2% | +72.2% |
| 10Y | +486.5% | +98.5% | +388.1% | +326.3% |
| All | +24,794.6% | +1,006.4% | +23,788.2% | +7,207.4% |
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