+52.5%
TXN vs LTH
+160.9%
-108.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -0.1% | -0.6% | +0.6% | 0.0% |
| 30D | -6.9% | -4.6% | -2.4% | -6.1% |
| 3M | -14.9% | +32.8% | -47.7% | -20.0% |
| 6M | +29.0% | +64.6% | -35.6% | +15.7% |
| YTD | +51.5% | +62.6% | -11.2% | +35.9% |
| 1Y | +41.6% | +49.9% | -8.4% | +28.9% |
| 3Y | +65.8% | +151.3% | -85.5% | +32.7% |
| All | +52.5% | +160.9% | -108.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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