+124.0%
TXN vs P
+190.3%
-66.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.3% | +0.3% | +5.4% |
| 7D | -2.1% | -9.6% | +7.5% | -0.1% |
| 30D | +4.7% | -33.4% | +38.2% | +12.8% |
| 3M | +3.9% | +14.2% | -10.3% | +0.1% |
| 6M | +3.8% | +31.6% | -27.8% | -3.5% |
| YTD | +74.2% | +53.5% | +20.7% | +56.1% |
| 1Y | +88.2% | +14.2% | +74.0% | +75.3% |
| 3Y | +124.0% | +190.5% | -66.5% | +60.0% |
| All | +124.0% | +190.3% | -66.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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