+59.6%
TXN vs NEM
+155.2%
-95.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.0% | -1.0% | +5.0% | +4.2% |
| 30D | -2.9% | +7.8% | -10.7% | -4.2% |
| 3M | -9.1% | +30.2% | -39.3% | -13.4% |
| 6M | +36.6% | +9.6% | +27.0% | +33.4% |
| YTD | +57.5% | +27.8% | +29.7% | +50.1% |
| 1Y | +49.5% | +60.7% | -11.2% | +37.4% |
| 3Y | +76.5% | +245.3% | -168.7% | +41.0% |
| All | +59.6% | +155.2% | -95.6% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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