+56.4%
TXN vs ON
+51.2%
+5.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.6% |
| 7D | +2.0% | -4.7% | +6.7% | +4.1% |
| 30D | -8.0% | -13.5% | +5.5% | -2.0% |
| 3M | -7.8% | -36.3% | +28.6% | +10.6% |
| 6M | +32.4% | +17.8% | +14.7% | +21.7% |
| YTD | +51.7% | +29.6% | +22.1% | +33.4% |
| 1Y | +44.3% | +45.8% | -1.5% | +19.9% |
| 3Y | +71.3% | -28.3% | +99.6% | +74.1% |
| 5Y | +56.4% | +49.6% | +6.8% | +17.1% |
| All | +56.4% | +51.2% | +5.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling