+71.9%
TXN vs PM
+124.8%
-52.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +2.7% | -1.2% | +3.9% | +2.7% |
| 30D | -6.7% | -0.2% | -6.6% | -6.7% |
| 3M | -8.9% | +4.9% | -13.8% | -9.3% |
| 6M | +34.7% | +9.0% | +25.6% | +32.8% |
| YTD | +53.3% | +17.8% | +35.5% | +50.7% |
| 1Y | +45.0% | +16.8% | +28.2% | +42.9% |
| All | +71.9% | +124.8% | -52.9% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling