+1,652.4%
TXN vs PM
+826.5%
+825.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +12.3% | -2.4% | +14.7% | +13.3% |
| 30D | +9.1% | -1.3% | +10.4% | +9.6% |
| 3M | +13.5% | +6.5% | +7.0% | +10.3% |
| 6M | +6.9% | +7.0% | -0.1% | +2.6% |
| YTD | +84.0% | +25.8% | +58.2% | +64.3% |
| 1Y | +95.8% | +30.9% | +64.9% | +71.5% |
| 3Y | +130.3% | +148.0% | -17.6% | +46.4% |
| 5Y | +89.2% | +161.2% | -72.0% | +15.2% |
| 10Y | +486.5% | +261.5% | +225.1% | +189.1% |
| All | +1,652.4% | +826.5% | +825.9% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling