+65.9%
TXN vs PL
+20.8%
+45.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -1.4% |
| 7D | -7.8% | -6.8% | -1.0% | -7.2% |
| 30D | -3.6% | -29.3% | +25.7% | -0.2% |
| 3M | +0.1% | -44.8% | +44.9% | +6.0% |
| 6M | -3.2% | -68.4% | +65.2% | +7.4% |
| YTD | +63.4% | -36.4% | +99.7% | +66.6% |
| 1Y | +75.6% | +0.7% | +74.9% | +69.4% |
| 3Y | +104.0% | +455.3% | -351.3% | +46.9% |
| All | +65.9% | +20.8% | +45.1% | +30.4% |
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