+99.7%
TXN vs PEP
+2.4%
+97.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | +0.6% |
| 7D | +1.0% | +7.4% | -6.4% | +2.7% |
| 30D | +6.1% | +13.3% | -7.2% | +9.0% |
| 3M | +10.4% | +3.5% | +6.9% | +11.3% |
| 6M | +12.6% | -5.9% | +18.5% | +14.8% |
| YTD | +83.5% | +2.3% | +81.2% | +89.8% |
| 1Y | +99.7% | +3.7% | +96.0% | +110.1% |
| All | +99.7% | +2.4% | +97.3% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling