+62.3%
TXN vs LUNR
+48.7%
+13.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.7% | +3.8% |
| 7D | +4.0% | -3.1% | +7.1% | +4.0% |
| 30D | -2.9% | -15.3% | +12.5% | -2.6% |
| 3M | -9.1% | -53.2% | +44.1% | -8.3% |
| 6M | +36.6% | -22.2% | +58.9% | +36.8% |
| YTD | +57.5% | -11.6% | +69.1% | +57.3% |
| 1Y | +49.5% | +68.4% | -18.9% | +48.4% |
| 3Y | +76.5% | +216.8% | -140.2% | +75.2% |
| All | +62.3% | +48.7% | +13.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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