+125.8%
TXN vs PENG
+209.7%
-83.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.6% | -1.5% |
| 7D | +9.5% | +13.2% | -3.8% | +6.1% |
| 30D | +8.7% | -29.9% | +38.6% | +16.7% |
| 3M | +11.6% | -22.2% | +33.8% | +15.2% |
| 6M | +0.1% | -1.9% | +2.0% | -5.1% |
| YTD | +78.8% | +142.1% | -63.3% | +33.6% |
| 1Y | +91.2% | +151.5% | -60.3% | +41.4% |
| 3Y | +125.8% | +206.9% | -81.1% | +39.5% |
| All | +125.8% | +209.7% | -83.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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