+99.7%
TXN vs PPG
+38.5%
+61.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -2.2% |
| 7D | +1.0% | +7.5% | -6.4% | -2.0% |
| 30D | +6.1% | +20.9% | -14.8% | -2.2% |
| 3M | +10.4% | +8.7% | +1.6% | +6.4% |
| 6M | +12.6% | +23.8% | -11.3% | +1.5% |
| YTD | +83.5% | +26.5% | +56.9% | +54.4% |
| 1Y | +99.7% | +37.6% | +62.1% | +57.5% |
| All | +99.7% | +38.5% | +61.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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