+59.6%
TXN vs KWEB
-42.7%
+102.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.7% |
| 7D | +4.0% | -5.6% | +9.5% | +5.0% |
| 30D | -2.9% | -10.7% | +7.8% | -0.9% |
| 3M | -9.1% | -7.4% | -1.7% | -7.9% |
| 6M | +36.6% | -19.3% | +56.0% | +41.7% |
| YTD | +57.5% | -27.8% | +85.2% | +66.5% |
| 1Y | +49.5% | -35.9% | +85.5% | +61.3% |
| 3Y | +76.5% | -1.9% | +78.5% | +74.6% |
| All | +59.6% | -42.7% | +102.3% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling