+49.5%
TXN vs PH
+25.3%
+24.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +2.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.7% |
| 30D | -2.9% | -11.0% | +8.1% | +3.6% |
| 3M | -9.1% | +5.5% | -14.6% | -12.2% |
| 6M | +36.6% | +1.5% | +35.2% | +34.2% |
| YTD | +57.5% | +8.8% | +48.7% | +50.0% |
| 1Y | +49.5% | +24.5% | +25.0% | +34.9% |
| All | +49.5% | +25.3% | +24.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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