+99.7%
TXN vs M
+36.6%
+63.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.9% | -1.9% |
| 7D | +1.0% | +8.3% | -7.2% | -0.8% |
| 30D | +6.1% | +14.2% | -8.0% | +2.8% |
| 3M | +10.4% | -1.1% | +11.5% | +10.4% |
| 6M | +12.6% | +36.6% | -24.0% | +3.8% |
| YTD | +83.5% | +19.8% | +63.7% | +73.6% |
| 1Y | +99.7% | +37.2% | +62.5% | +81.0% |
| All | +99.7% | +36.6% | +63.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling