+42.9%
TXN vs PCAR
+26.5%
+16.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.5% |
| 7D | +2.2% | 0.0% | +2.2% | +2.1% |
| 30D | -9.5% | -7.7% | -1.8% | -4.1% |
| 3M | -10.5% | +3.7% | -14.2% | -13.2% |
| 6M | +35.4% | +2.3% | +33.1% | +32.2% |
| YTD | +51.8% | +12.8% | +39.0% | +39.5% |
| 1Y | +42.9% | +27.8% | +15.2% | +22.7% |
| All | +42.9% | +26.5% | +16.5% | +22.7% |
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