+59.9%
TXN vs P
+274.2%
-214.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.1% | +1.9% |
| 7D | +2.7% | +5.0% | -2.3% | +1.5% |
| 30D | -6.7% | -0.9% | -5.8% | -7.1% |
| 3M | -8.9% | +38.7% | -47.6% | -16.2% |
| 6M | +34.7% | +54.4% | -19.7% | +19.7% |
| YTD | +53.3% | +44.8% | +8.5% | +36.7% |
| 1Y | +45.0% | +22.5% | +22.5% | +31.0% |
| 3Y | +73.1% | +148.2% | -75.1% | +17.9% |
| 5Y | +59.9% | +268.9% | -209.0% | -5.8% |
| All | +59.9% | +274.2% | -214.3% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling