+70.1%
TXN vs LOW
-10.3%
+80.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.6% |
| 7D | +2.0% | -2.6% | +4.6% | +3.2% |
| 30D | -8.0% | -11.1% | +3.2% | -3.2% |
| 3M | -7.8% | -8.5% | +0.8% | -4.7% |
| 6M | +32.4% | -20.8% | +53.3% | +46.8% |
| YTD | +51.7% | -17.2% | +68.9% | +62.8% |
| 1Y | +44.3% | -24.7% | +69.0% | +63.0% |
| All | +70.1% | -10.3% | +80.3% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 3y: compounded portfolio wealth divided by compounded LOW 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…
3y analysis · Full analysis span regression · 6 months rolling