+99.7%
TXN vs PCAR
+12.4%
+87.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -3.0% |
| 7D | +1.0% | +3.7% | -2.6% | -1.5% |
| 30D | +6.1% | -2.9% | +9.1% | +8.1% |
| 3M | +10.4% | -21.7% | +32.1% | +32.3% |
| 6M | +12.6% | -6.6% | +19.2% | +17.0% |
| YTD | +83.5% | -2.2% | +85.7% | +82.9% |
| 1Y | +99.7% | +12.2% | +87.5% | +80.8% |
| All | +99.7% | +12.4% | +87.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling