+824.6%
TXN vs KWEB
+20.3%
+804.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +2.0% | -4.3% | +6.3% | +3.2% |
| 30D | -8.0% | -13.0% | +5.0% | -4.3% |
| 3M | -7.8% | -7.6% | -0.2% | -5.8% |
| 6M | +32.4% | -21.1% | +53.6% | +41.2% |
| YTD | +51.7% | -28.2% | +79.9% | +65.9% |
| 1Y | +44.3% | -34.9% | +79.2% | +62.1% |
| 3Y | +71.3% | -0.8% | +72.0% | +64.9% |
| 5Y | +56.4% | -43.6% | +100.0% | +69.2% |
| 10Y | +410.2% | -21.7% | +431.9% | +361.2% |
| All | +824.6% | +20.3% | +804.3% | +630.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling