+59.6%
TXN vs PBR
+552.2%
-492.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.7% | +3.9% |
| 7D | +4.0% | +5.4% | -1.4% | +3.3% |
| 30D | -2.9% | +22.9% | -25.7% | -5.3% |
| 3M | -9.1% | +19.6% | -28.7% | -11.3% |
| 6M | +36.6% | +16.5% | +20.2% | +33.3% |
| YTD | +57.5% | +86.7% | -29.2% | +43.6% |
| 1Y | +49.5% | +74.7% | -25.2% | +37.4% |
| 3Y | +76.5% | +102.6% | -26.0% | +58.1% |
| All | +59.6% | +552.2% | -492.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling