+56.3%
TXN vs LUNR
+51.5%
+4.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -1.0% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | -8.0% | -11.3% | +3.3% | -7.8% |
| 3M | -7.8% | -44.9% | +37.1% | -7.2% |
| 6M | +32.4% | -17.3% | +49.7% | +32.5% |
| YTD | +51.7% | -9.9% | +61.6% | +51.5% |
| 1Y | +44.3% | +76.1% | -31.8% | +43.2% |
| 3Y | +71.3% | +240.0% | -168.7% | +70.0% |
| All | +56.3% | +51.5% | +4.8% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling