+49.5%
TXN vs KWEB
-35.0%
+84.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.6% |
| 7D | +4.0% | -5.6% | +9.5% | +6.0% |
| 30D | -2.9% | -10.7% | +7.8% | +0.9% |
| 3M | -9.1% | -7.4% | -1.7% | -6.8% |
| 6M | +36.6% | -19.3% | +56.0% | +46.7% |
| YTD | +57.5% | -27.8% | +85.2% | +75.3% |
| 1Y | +49.5% | -35.9% | +85.5% | +74.3% |
| All | +49.5% | -35.0% | +84.5% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling