+57.2%
TXN vs PENG
+115.2%
-58.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +0.2% |
| 7D | -0.1% | +4.5% | -4.6% | -1.2% |
| 30D | -6.9% | -7.1% | +0.2% | -5.5% |
| 3M | -14.9% | -27.3% | +12.3% | -10.6% |
| 6M | +29.0% | +169.6% | -140.6% | -3.0% |
| YTD | +51.5% | +164.6% | -113.2% | +13.8% |
| 1Y | +41.6% | +109.5% | -67.9% | +11.2% |
| 3Y | +65.8% | +98.9% | -33.1% | +19.6% |
| All | +57.2% | +115.2% | -58.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling