+20,427.4%
TXN vs NEM
+483.1%
+19,944.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.2% | +3.9% | -1.7% | +1.9% |
| 30D | -9.5% | +12.7% | -22.2% | -10.4% |
| 3M | -10.5% | +28.7% | -39.2% | -12.3% |
| 6M | +35.4% | +9.8% | +25.6% | +34.1% |
| YTD | +51.8% | +28.1% | +23.7% | +48.6% |
| 1Y | +42.9% | +69.3% | -26.4% | +37.0% |
| 3Y | +71.3% | +247.7% | -176.3% | +55.2% |
| 5Y | +58.0% | +153.4% | -95.4% | +45.0% |
| 10Y | +393.3% | +291.3% | +102.0% | +337.4% |
| All | +20,427.4% | +483.1% | +19,944.3% | +17,681.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling