+76.5%
TXN vs NVD
-99.1%
+175.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.6% | +3.9% |
| 7D | +4.0% | +10.8% | -6.9% | +5.4% |
| 30D | -2.9% | +0.8% | -3.6% | -2.3% |
| 3M | -9.1% | -20.8% | +11.7% | -10.4% |
| 6M | +36.6% | -41.2% | +77.8% | +31.2% |
| YTD | +57.5% | -44.2% | +101.7% | +51.1% |
| 1Y | +49.5% | -54.2% | +103.7% | +41.1% |
| 3Y | +76.5% | -99.1% | +175.7% | +19.5% |
| All | +76.5% | -99.1% | +175.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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