+142.4%
TXN vs NET
+1,449.6%
-1,307.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.1% |
| 7D | -0.1% | -7.0% | +6.9% | +1.0% |
| 30D | -6.9% | -4.8% | -2.1% | -6.5% |
| 3M | -14.9% | +3.8% | -18.8% | -15.8% |
| 6M | +29.0% | +50.0% | -21.0% | +18.2% |
| YTD | +51.5% | +41.5% | +10.0% | +38.9% |
| 1Y | +41.6% | +32.8% | +8.7% | +30.6% |
| 3Y | +65.8% | +335.9% | -270.1% | +20.8% |
| 5Y | +56.8% | +113.8% | -57.0% | +15.6% |
| All | +142.4% | +1,449.6% | -1,307.2% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling