+49.5%
TXN vs PEP
-0.7%
+50.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.1% | +3.8% |
| 7D | +4.0% | -1.0% | +4.9% | +3.8% |
| 30D | -2.9% | -0.7% | -2.2% | -3.0% |
| 3M | -9.1% | -4.1% | -5.0% | -9.1% |
| 6M | +36.6% | -13.1% | +49.7% | +37.1% |
| YTD | +57.5% | -2.1% | +59.6% | +60.3% |
| 1Y | +49.5% | -1.7% | +51.2% | +54.1% |
| All | +49.5% | -0.7% | +50.3% | +54.1% |
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