+20,389.3%
TXN vs PEP
+3,172.7%
+17,216.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -6.9% | +0.2% | -7.2% | -7.1% |
| 3M | -14.9% | -1.1% | -13.8% | -15.2% |
| 6M | +29.0% | -13.5% | +42.5% | +34.8% |
| YTD | +51.5% | -1.2% | +52.7% | +50.5% |
| 1Y | +41.6% | -1.6% | +43.1% | +40.4% |
| 3Y | +65.8% | -12.5% | +78.3% | +69.7% |
| 5Y | +56.8% | +3.0% | +53.8% | +50.7% |
| 10Y | +387.5% | +73.9% | +313.5% | +292.3% |
| All | +20,389.3% | +3,172.7% | +17,216.7% | +5,550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling