+1,349.9%
TXN vs PBF
+289.1%
+1,060.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +9.5% | +6.5% | +3.0% | +8.7% |
| 30D | +8.7% | -20.0% | +28.7% | +11.3% |
| 3M | +11.6% | -3.3% | +14.9% | +11.5% |
| 6M | +0.1% | +76.8% | -76.7% | -7.4% |
| YTD | +78.8% | +168.9% | -90.1% | +54.8% |
| 1Y | +91.2% | +96.4% | -5.1% | +71.8% |
| 3Y | +125.8% | +77.2% | +48.6% | +98.5% |
| 5Y | +83.8% | +417.7% | -333.9% | +35.4% |
| 10Y | +469.9% | +264.7% | +205.1% | +283.2% |
| All | +1,349.9% | +289.1% | +1,060.8% | +817.0% |
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