+44.3%
TXN vs PM
+19.3%
+25.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -0.9% |
| 7D | +2.0% | +1.9% | 0.0% | +2.1% |
| 30D | -8.0% | +1.9% | -9.9% | -7.9% |
| 3M | -7.8% | +4.6% | -12.3% | -7.4% |
| 6M | +32.4% | +11.7% | +20.7% | +29.9% |
| YTD | +51.7% | +20.4% | +31.3% | +52.5% |
| 1Y | +44.3% | +19.0% | +25.3% | +48.2% |
| All | +44.3% | +19.3% | +25.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling