+24,087.1%
TXN vs PH
+25,056.6%
-969.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | +4.3% | +5.1% | +7.4% |
| 30D | +8.7% | +0.1% | +8.6% | +8.6% |
| 3M | +11.6% | -9.4% | +21.0% | +16.6% |
| 6M | +0.1% | +8.8% | -8.7% | -3.9% |
| YTD | +78.8% | +9.6% | +69.2% | +70.9% |
| 1Y | +91.2% | +14.4% | +76.8% | +79.3% |
| 3Y | +125.8% | +134.5% | -8.7% | +51.8% |
| 5Y | +83.8% | +204.4% | -120.6% | +8.5% |
| 10Y | +469.9% | +697.3% | -227.4% | +107.7% |
| All | +24,087.1% | +25,056.6% | -969.4% | +2,127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling