+70.1%
TXN vs PEG
+32.0%
+38.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | -8.0% | -2.8% | -5.2% | -7.2% |
| 3M | -7.8% | -6.9% | -0.8% | -5.9% |
| 6M | +32.4% | -11.4% | +43.8% | +37.2% |
| YTD | +51.7% | -7.4% | +59.1% | +54.8% |
| 1Y | +44.3% | -8.3% | +52.6% | +47.5% |
| All | +70.1% | +32.0% | +38.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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