+59.6%
TXN vs PEG
+36.3%
+23.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +4.0% | -0.9% | +4.9% | +4.3% |
| 30D | -2.9% | -3.7% | +0.9% | -1.5% |
| 3M | -9.1% | -7.3% | -1.8% | -6.8% |
| 6M | +36.6% | -10.5% | +47.1% | +41.8% |
| YTD | +57.5% | -7.5% | +65.0% | +61.4% |
| 1Y | +49.5% | -8.7% | +58.3% | +53.6% |
| 3Y | +76.5% | +31.4% | +45.2% | +54.1% |
| All | +59.6% | +36.3% | +23.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling