+74.3%
TXN vs PCOR
-10.3%
+84.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -7.8% | +22.7% | -30.5% | -11.7% |
| 30D | -3.6% | +37.5% | -41.0% | -9.7% |
| 3M | +0.1% | +35.2% | -35.1% | -6.5% |
| 6M | -3.2% | +42.2% | -45.5% | -11.4% |
| YTD | +63.4% | +3.6% | +59.8% | +59.1% |
| 1Y | +75.6% | -4.8% | +80.4% | +75.1% |
| 3Y | +104.0% | +48.3% | +55.7% | +76.7% |
| 5Y | +65.0% | -20.1% | +85.1% | +50.2% |
| All | +74.3% | -10.3% | +84.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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