+212.0%
TXN vs NTR
+98.7%
+113.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | +2.0% | -2.5% | +4.4% | +2.7% |
| 30D | -8.0% | +17.0% | -25.0% | -12.3% |
| 3M | -7.8% | +22.2% | -29.9% | -13.4% |
| 6M | +32.4% | +5.2% | +27.2% | +28.9% |
| YTD | +51.7% | +29.7% | +22.0% | +37.8% |
| 1Y | +44.3% | +39.4% | +4.9% | +27.6% |
| 3Y | +71.3% | +38.2% | +33.1% | +48.8% |
| 5Y | +56.4% | +47.6% | +8.8% | +21.2% |
| All | +212.0% | +98.7% | +113.3% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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