+609.2%
TXN vs PBR
+1,916.3%
-1,307.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.5% |
| 7D | +2.0% | +4.2% | -2.3% | +1.0% |
| 30D | -8.0% | +22.7% | -30.7% | -12.1% |
| 3M | -7.8% | +21.5% | -29.3% | -12.0% |
| 6M | +32.4% | +24.0% | +8.4% | +25.2% |
| YTD | +51.7% | +88.2% | -36.5% | +30.5% |
| 1Y | +44.3% | +74.8% | -30.5% | +25.8% |
| 3Y | +71.3% | +105.1% | -33.9% | +42.0% |
| 5Y | +56.4% | +572.2% | -515.8% | -5.1% |
| 10Y | +410.2% | +692.7% | -282.5% | +158.7% |
| All | +609.2% | +1,916.3% | -1,307.1% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling