+20,427.4%
TXN vs LOW
+34,691.1%
-14,263.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -9.5% | -10.1% | +0.6% | -6.0% |
| 3M | -10.5% | -2.9% | -7.7% | -10.0% |
| 6M | +35.4% | -19.4% | +54.8% | +45.5% |
| YTD | +51.8% | -15.4% | +67.2% | +59.8% |
| 1Y | +42.9% | -24.9% | +67.9% | +57.0% |
| 3Y | +71.3% | -7.8% | +79.2% | +73.5% |
| 5Y | +58.0% | +8.4% | +49.6% | +49.6% |
| 10Y | +393.3% | +226.8% | +166.5% | +203.1% |
| All | +20,427.4% | +34,691.1% | -14,263.7% | +2,746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling