+68.8%
TXN vs NVD
-99.1%
+167.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.5% | -0.5% |
| 7D | +2.0% | +9.0% | -7.1% | +3.2% |
| 30D | -8.0% | -5.5% | -2.5% | -8.2% |
| 3M | -7.8% | -24.6% | +16.9% | -9.6% |
| 6M | +32.4% | -42.1% | +74.5% | +26.9% |
| YTD | +51.7% | -44.3% | +96.0% | +45.5% |
| 1Y | +44.3% | -54.2% | +98.5% | +36.2% |
| 3Y | +71.3% | -99.1% | +170.4% | +16.5% |
| All | +68.8% | -99.1% | +167.9% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling