+125.8%
TXN vs PCAR
+35.4%
+90.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -3.0% |
| 7D | +9.5% | +4.9% | +4.5% | +6.3% |
| 30D | +8.7% | -1.4% | +10.1% | +9.5% |
| 3M | +11.6% | -18.1% | +29.7% | +26.1% |
| 6M | +0.1% | -4.0% | +4.1% | +2.3% |
| YTD | +78.8% | -1.5% | +80.3% | +80.2% |
| 1Y | +91.2% | +13.2% | +78.0% | +77.9% |
| 3Y | +125.8% | +35.8% | +90.0% | +70.9% |
| All | +125.8% | +35.4% | +90.4% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling