+707.1%
TXN vs P
+499.9%
+207.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | -3.8% | -13.3% | +9.5% | -0.4% |
| 30D | +6.4% | -34.0% | +40.4% | +17.3% |
| 3M | +7.7% | +4.1% | +3.6% | +4.9% |
| 6M | +5.5% | +30.5% | -25.0% | -4.0% |
| YTD | +77.0% | +52.2% | +24.8% | +52.9% |
| 1Y | +91.2% | +10.3% | +80.9% | +75.6% |
| 3Y | +121.5% | +180.9% | -59.3% | +46.9% |
| 5Y | +84.9% | +259.7% | -174.8% | +11.0% |
| 10Y | +469.9% | +652.6% | -182.7% | +172.1% |
| All | +707.1% | +499.9% | +207.2% | +284.2% |
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