+1,130.5%
TXN vs PBF
+317.1%
+813.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.2% |
| 7D | +2.2% | +2.4% | -0.2% | +1.9% |
| 30D | -9.5% | +24.9% | -34.4% | -12.0% |
| 3M | -10.5% | +81.9% | -92.4% | -17.1% |
| 6M | +35.4% | +79.4% | -44.0% | +24.5% |
| YTD | +51.8% | +188.3% | -136.6% | +30.8% |
| 1Y | +42.9% | +177.3% | -134.3% | +22.8% |
| 3Y | +71.3% | +56.0% | +15.3% | +53.3% |
| 5Y | +58.0% | +804.0% | -746.0% | +8.3% |
| 10Y | +393.3% | +334.1% | +59.2% | +223.9% |
| All | +1,130.5% | +317.1% | +813.4% | +674.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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