+590.7%
TXN vs P
+485.4%
+105.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -0.1% | +6.5% | -6.6% | -1.7% |
| 30D | -6.9% | +18.8% | -25.8% | -11.6% |
| 3M | -14.9% | +26.7% | -41.7% | -20.6% |
| 6M | +29.0% | +62.2% | -33.2% | +12.0% |
| YTD | +51.5% | +48.5% | +3.0% | +32.9% |
| 1Y | +41.6% | +26.4% | +15.2% | +26.2% |
| 3Y | +65.8% | +159.4% | -93.6% | +13.2% |
| 5Y | +56.8% | +275.8% | -219.0% | -6.2% |
| 10Y | +387.5% | +732.0% | -344.6% | +132.9% |
| All | +590.7% | +485.4% | +105.3% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling