+20,389.3%
TXN vs PH
+25,185.5%
-4,796.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.1% | -3.1% | +3.0% | +1.3% |
| 30D | -6.9% | -3.2% | -3.7% | -5.7% |
| 3M | -14.9% | +10.6% | -25.5% | -18.9% |
| 6M | +29.0% | -2.1% | +31.1% | +29.9% |
| YTD | +51.5% | +10.2% | +41.3% | +44.5% |
| 1Y | +41.6% | +28.2% | +13.3% | +25.6% |
| 3Y | +65.8% | +134.9% | -69.1% | +11.0% |
| 5Y | +56.8% | +253.6% | -196.8% | -13.5% |
| 10Y | +387.5% | +804.7% | -417.3% | +68.0% |
| All | +20,389.3% | +25,185.5% | -4,796.2% | +1,782.9% |
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 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