+71.9%
TXN vs PH
+137.6%
-65.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | -6.7% | -10.3% | +3.6% | -0.5% |
| 3M | -8.9% | +5.1% | -14.0% | -11.9% |
| 6M | +34.7% | +2.3% | +32.4% | +32.0% |
| YTD | +53.3% | +8.7% | +44.6% | +44.6% |
| 1Y | +45.0% | +26.8% | +18.3% | +23.9% |
| All | +71.9% | +137.6% | -65.7% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling