+59.6%
TXN vs LOW
+5.4%
+54.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -3.7% | +7.7% | +5.9% |
| 30D | -2.9% | -8.9% | +6.0% | +1.4% |
| 3M | -9.1% | -10.4% | +1.3% | -4.8% |
| 6M | +36.6% | -19.4% | +56.0% | +50.7% |
| YTD | +57.5% | -17.1% | +74.6% | +70.0% |
| 1Y | +49.5% | -26.3% | +75.8% | +71.5% |
| 3Y | +76.5% | -9.9% | +86.4% | +78.5% |
| All | +59.6% | +5.4% | +54.2% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling