+24,087.1%
TXN vs PEP
+3,358.4%
+20,728.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -3.6% |
| 7D | +9.5% | +2.9% | +6.6% | +8.3% |
| 30D | +8.7% | +12.5% | -3.8% | +4.0% |
| 3M | +11.6% | +4.5% | +7.0% | +9.3% |
| 6M | +0.1% | -0.5% | +0.6% | -0.8% |
| YTD | +78.8% | +4.4% | +74.4% | +73.6% |
| 1Y | +91.2% | +4.4% | +86.9% | +85.5% |
| 3Y | +125.8% | -3.4% | +129.2% | +122.4% |
| 5Y | +83.8% | +5.2% | +78.6% | +74.9% |
| 10Y | +469.9% | +92.1% | +377.7% | +341.8% |
| All | +24,087.1% | +3,358.4% | +20,728.8% | +6,417.9% |
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