+132.4%
TXN vs PFE
+19.3%
+113.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | +12.3% | -2.1% | +14.4% | +12.8% |
| 30D | +9.1% | +3.1% | +6.0% | +8.4% |
| 3M | +13.5% | +11.2% | +2.3% | +10.9% |
| 6M | +6.9% | +15.0% | -8.1% | +3.6% |
| YTD | +84.0% | +23.5% | +60.5% | +74.1% |
| 1Y | +95.8% | +18.9% | +76.9% | +87.2% |
| All | +132.4% | +19.3% | +113.1% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 3y: compounded portfolio wealth divided by compounded PFE 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…
3y analysis · Full analysis span regression · 6 months rolling