+59.6%
TXN vs KR
+52.3%
+7.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.9% |
| 7D | +4.0% | -0.2% | +4.1% | +4.0% |
| 30D | -2.9% | +5.1% | -7.9% | -2.7% |
| 3M | -9.1% | -8.2% | -0.9% | -9.0% |
| 6M | +36.6% | -18.0% | +54.6% | +36.8% |
| YTD | +57.5% | -4.8% | +62.3% | +57.0% |
| 1Y | +49.5% | -11.0% | +60.6% | +49.4% |
| 3Y | +76.5% | +37.7% | +38.9% | +68.3% |
| All | +59.6% | +52.3% | +7.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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