+84.6%
TXN vs PL
+31.5%
+53.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | +9.5% | +10.0% | -0.6% | +8.3% |
| 30D | +8.7% | -2.3% | +11.0% | +8.8% |
| 3M | +11.6% | -44.2% | +55.8% | +17.9% |
| 6M | +0.1% | -66.1% | +66.2% | +10.3% |
| YTD | +78.8% | -30.0% | +108.8% | +80.5% |
| 1Y | +91.2% | +21.0% | +70.2% | +80.9% |
| 3Y | +125.8% | +516.5% | -390.7% | +60.9% |
| All | +84.6% | +31.5% | +53.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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