+84.6%
TXN vs PH
+203.8%
-119.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | +4.3% | +5.1% | +6.7% |
| 30D | +8.7% | +0.1% | +8.6% | +8.5% |
| 3M | +11.6% | -9.4% | +21.0% | +18.2% |
| 6M | +0.1% | +8.8% | -8.7% | -5.4% |
| YTD | +78.8% | +9.6% | +69.2% | +67.6% |
| 1Y | +91.2% | +14.4% | +76.8% | +74.7% |
| 3Y | +125.8% | +134.5% | -8.7% | +31.5% |
| All | +84.6% | +203.8% | -119.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling