+20,389.3%
TXN vs KEY
+1,050.5%
+19,338.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | +2.2% | -2.3% | -0.7% |
| 30D | -6.9% | -3.0% | -3.9% | -6.2% |
| 3M | -14.9% | +3.3% | -18.3% | -15.8% |
| 6M | +29.0% | +9.2% | +19.8% | +25.8% |
| YTD | +51.5% | +10.6% | +40.8% | +47.0% |
| 1Y | +41.6% | +20.4% | +21.2% | +34.0% |
| 3Y | +65.8% | +121.8% | -56.0% | +31.2% |
| 5Y | +56.8% | +41.1% | +15.7% | +34.1% |
| 10Y | +387.5% | +168.5% | +218.9% | +226.3% |
| All | +20,389.3% | +1,050.5% | +19,338.8% | +5,847.8% |
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 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