+737.6%
TXN vs KEYS
+1,113.8%
-376.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +1.6% |
| 7D | +4.0% | +3.5% | +0.5% | +2.0% |
| 30D | -2.9% | -4.5% | +1.6% | -0.5% |
| 3M | -9.1% | -0.4% | -8.7% | -8.9% |
| 6M | +36.6% | +19.1% | +17.5% | +25.0% |
| YTD | +57.5% | +66.7% | -9.2% | +16.9% |
| 1Y | +49.5% | +96.5% | -46.9% | +0.6% |
| 3Y | +76.5% | +155.2% | -78.6% | +0.9% |
| 5Y | +62.4% | +88.0% | -25.6% | +6.9% |
| 10Y | +429.7% | +1,046.8% | -617.1% | +50.8% |
| All | +737.6% | +1,113.8% | -376.1% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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