+129.1%
TXN vs NET
+314.6%
-185.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +1.0% | -16.4% | +17.4% | +3.1% |
| 30D | +6.1% | -25.8% | +32.0% | +9.7% |
| 3M | +10.4% | -11.5% | +21.9% | +11.3% |
| 6M | +12.6% | +18.9% | -6.3% | +8.4% |
| YTD | +83.5% | +35.2% | +48.2% | +70.5% |
| 1Y | +99.7% | +14.5% | +85.3% | +91.8% |
| All | +129.1% | +314.6% | -185.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 3y: compounded portfolio wealth divided by compounded NET 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…
3y analysis · Full analysis span regression · 6 months rolling