+694.2%
TXN vs P
+504.9%
+189.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.3% | +0.3% | +5.1% |
| 7D | -2.1% | -9.6% | +7.5% | +0.4% |
| 30D | +4.7% | -33.4% | +38.2% | +15.2% |
| 3M | +3.9% | +14.2% | -10.3% | -1.2% |
| 6M | +3.8% | +31.6% | -27.8% | -5.8% |
| YTD | +74.2% | +53.5% | +20.7% | +50.2% |
| 1Y | +88.2% | +14.2% | +74.0% | +71.2% |
| 3Y | +124.0% | +190.5% | -66.5% | +47.2% |
| 5Y | +78.4% | +256.3% | -178.0% | +7.4% |
| 10Y | +455.6% | +707.9% | -252.3% | +162.9% |
| All | +694.2% | +504.9% | +189.3% | +277.3% |
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