+20,427.4%
TXN vs OMC
+5,896.1%
+14,531.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.0% |
| 7D | +2.2% | -5.8% | +8.0% | +4.8% |
| 30D | -9.5% | -4.8% | -4.7% | -7.8% |
| 3M | -10.5% | +9.2% | -19.8% | -15.3% |
| 6M | +35.4% | -2.5% | +37.9% | +34.1% |
| YTD | +51.8% | +2.6% | +49.2% | +44.0% |
| 1Y | +42.9% | +5.9% | +37.0% | +32.5% |
| 3Y | +71.3% | +14.2% | +57.1% | +51.0% |
| 5Y | +58.0% | +33.2% | +24.8% | +25.9% |
| 10Y | +393.3% | +33.4% | +359.8% | +266.5% |
| All | +20,427.4% | +5,896.1% | +14,531.3% | +3,955.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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