+99.7%
TXN vs PNR
-31.2%
+130.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.1% |
| 7D | +1.0% | +11.9% | -10.9% | -1.7% |
| 30D | +6.1% | +37.1% | -31.0% | -2.0% |
| 3M | +10.4% | +5.7% | +4.7% | +8.8% |
| 6M | +12.6% | -5.7% | +18.3% | +14.4% |
| YTD | +83.5% | -29.8% | +113.3% | +102.7% |
| 1Y | +99.7% | -31.8% | +131.5% | +127.7% |
| All | +99.7% | -31.2% | +130.9% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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