+451.2%
TXN vs ON
+199.0%
+252.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -0.1% | +2.4% | -2.5% | -0.8% |
| 30D | -6.9% | -3.3% | -3.7% | -6.0% |
| 3M | -14.9% | -43.6% | +28.6% | +0.5% |
| 6M | +29.0% | +19.0% | +10.0% | +21.3% |
| YTD | +51.5% | +37.4% | +14.1% | +36.1% |
| 1Y | +41.6% | +54.8% | -13.2% | +22.2% |
| 3Y | +65.8% | -25.2% | +91.0% | +70.0% |
| 5Y | +56.8% | +62.7% | -5.9% | +23.7% |
| 10Y | +387.5% | +574.3% | -186.9% | +143.4% |
| All | +451.2% | +199.0% | +252.2% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling